Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis

DOI10.1016/J.JECONOM.2024.105814MaRDI QIDQ7011703zbMATH OpenFDO

Authors Bertille Antoine, Wenqian Sun

Publication date 18 March 2025

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105814

zbMATH Keywords

bootstrapimpulse response matchingmany momentsregularization

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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