Indirect inference and variance reduction using control variates
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Publication:1606003
zbMATH Open1002.62094MaRDI QIDQ1606003FDOQ1606003
Authors: Giorgio Calzolari, Francesca Di Iorio, Gabriele Fiorentini 
Publication date: 29 July 2002
Published in: Metron (Search for Journal in Brave)
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- Discontinuities in indirect estimation: an application to EAR models
- Indirect inference for time series using the empirical characteristic function and control variates
- Efficient simulation-based minimum distance estimation and indirect inference
- Estimating binary multilevel models through indirect inference.
- Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning
- Control Variates to Estimate the Reduced Form Variance in Econometric Models
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