Stable randomized generalized autoregressive conditional heteroskedastic models
JM Sampaio, PA Morettin - Econometrics and Statistics, 2020 - Elsevier
… We conclude by saying that the indirect inference (a simulation-based inference approach detailed below) is an interesting alternative to the estimation of more complex models …
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… We conclude by saying that the indirect inference (a simulation-based inference approach detailed below) is an interesting alternative to the estimation of more complex models …