Indirect inference with(out) constraints
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Publication:5116131
DOI10.3982/QE986zbMath1454.62108arXiv1607.06163OpenAlexW3003656020MaRDI QIDQ5116131
David T. Frazier, Eric Renault
Publication date: 24 August 2020
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.06163
stochastic volatilityinequality restrictionsconstrained estimationindirect inferenceparameters on boundary
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)
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