Calibration as estimation
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Publication:3350612
DOI10.1080/07474939008800178zbMath0726.62175OpenAlexW1966551436MaRDI QIDQ3350612
Gregor W. Smith, Allan W. Gregory
Publication date: 1990
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/275210/files/QUEENS-IER-PAPER-700.pdf
Monte Carlo methodsmethod-of-momentscalibration estimatorsfinite-sample propertiessimulation estimatorartificial economy
Related Items (3)
Indirect inference and calibration of dynamic stochastic general equilibrium models ⋮ Unit root econometrics and economic nonlinearities ⋮ A statistical method for tuning a computer code to a data base.
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- Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
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- Inference in Nonlinear Econometric Models with Structural Change
- A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
- Persistence in a chain of multiple events when there is simple dependence
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