Improved Inference for Efficient Method of Moments and Indirect Inference Estimators
V Czellar, E Zivot - 2008 - Citeseer
The efficient method of moments (EMM) and indirect inference (II) are two widely used simulation-based techniques for estimating structural models that have intractable likelihood …
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The efficient method of moments (EMM) and indirect inference (II) are two widely used simulation-based techniques for estimating structural models that have intractable likelihood …