Simulation-based inference in econometrics. Methods and applications

DOI10.1017/CBO9780511751981MaRDI QIDQ5890180zbMATH OpenFDO

Authors

Publication date 4 March 2001

Full work available at URL https://doi.org/10.1017/CBO9780511751981

zbMATH Keywords

EconometricsSimulation-based inference

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Applications of statistics to economics (62P20)

Cited in

(12)

• Statistical inference in micro-simulation models: Incorporating external information
• Estimation of ergodic agent-based models by simulated minimum distance
• Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
• Bayesian econometrics and forecasting. (With comments)
• Estimating simultaneous equations models by a simulation technique
• The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation
• Reproducible econometric simulations
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
• scientific article; zbMATH DE number 1943891 (Why is no real title available?)
• scientific article; zbMATH DE number 1407508 (Why is no real title available?)
• Robust estimation of stationary continuous-time ARMA models via indirect inference
• Simulation‐based estimators of analytically intractable causal effects

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