Improved small sample inference for efficient method of moments and indirect inference estimators
V Czellar, E Zivot - University of Washington, 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 …