Indirect inference based on the score
P Fuleky, E Zivot - Available at SSRN 1626074, 2010 - papers.ssrn.com
The Efficient Method of Moments (EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference estimator based on the simulated auxiliary score evaluated at the …
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The Efficient Method of Moments (EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference estimator based on the simulated auxiliary score evaluated at the …