The ABC of simulation estimation with auxiliary statistics
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Publication:1754514
DOI10.1016/j.jeconom.2018.03.007zbMath1452.62905arXiv1501.01265OpenAlexW2962987064MaRDI QIDQ1754514
Serena Ng, Jean-Jacques Forneron
Publication date: 31 May 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01265
indirect inferenceapproximate Bayesian computation (ABC)synthetic likelihoodauxiliary statisticsLaplace type estimatorsimulated minimum distance (SMD)
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)
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Uses Software
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