Higher-order properties of approximate estimators
D Kristensen, B Salanié - Journal of Econometrics, 2017 - Elsevier
… As a consequence, the variance due to a given number S of simulations is larger for ECA’s; and in leading simulation-based inference cases with β = ∞ and α 2 = 1 , we need S to go to …
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… As a consequence, the variance due to a given number S of simulations is larger for ECA’s; and in leading simulation-based inference cases with β = ∞ and α 2 = 1 , we need S to go to …