Indirect inference in structural econometric models
From MaRDI portal
Publication:530980
DOI10.1016/J.JECONOM.2009.10.027zbMATH Open1431.62650OpenAlexW2089797549WikidataQ97451727 ScholiaQ97451727MaRDI QIDQ530980FDOQ530980
Authors: Tong Li 
Publication date: 1 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.027
Recommendations
- Indirect inference for dynamic panel models
- Indirect inference estimation of dynamic panel data models
- Inference in Nonlinear Econometric Models with Structural Change
- Statistical inference in non-nested econometric models
- Structural econometric models
- Indirect inference with endogenously missing exogenous variables
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Inference for identifiable parameters in partially identified econometric models
- Inference in partially identified heteroskedastic simultaneous equations models
Point estimation (62F10) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
- New methods for analyzing structural models of labor force dynamics
- Superconsistent estimation and inference in structural econometric models using extreme order statistics.
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
- Conditionally independent private information in OCS wildcat auctions
- Econometric models of asymmetric ascending auctions
- Optimal Nonparametric Estimation of First-price Auctions
- Econometrics of First-Price Auctions
- Instrumental Models and Indirect Encompassing
- Estimating a Market Equilibrium Search Model from Panel Data on Individuals
- An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
- The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
- Numerical analysis of asymmetric first price auctions
- Maximum likelihood estimation of translation parameter of truncated distribution. II
- Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
- The Role of Information in U.S. Offshore Oil and Gas Lease Auction
Cited In (7)
- Title not available (Why is that?)
- Indirect inference with a non-smooth criterion function
- Through the looking glass: indirect inference via simple equilibria
- Penalized indirect inference
- Indirect inference with endogenously missing exogenous variables
- Testing DSGE models by indirect inference: a survey of recent findings
- Indirect inference and small sample bias -- some recent results
This page was built for publication: Indirect inference in structural econometric models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q530980)
