Through the looking glass: indirect inference via simple equilibria
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Publication:2343812
DOI10.1016/j.jeconom.2014.11.003zbMath1331.62455MaRDI QIDQ2343812
Laurent E. Calvet, Veronika Czellar
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (4)
Identification-Robust Inference With Simulation-Based Pseudo-Matching ⋮ Detecting identification failure in moment condition models ⋮ A two-step indirect inference approach to estimate the long-run risk asset pricing model ⋮ Approximate maximum likelihood for complex structural models
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