Which model to match?
M Barigozzi, R Halbleib, D Veredas - Available at SSRN 1986419, 2015 - papers.ssrn.com
The asymptotic efficiency of indirect estimation methods, such as Indirect Inference and the Efficient Method of Moments, depends on the choice of the auxiliary model, which is some-…
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The asymptotic efficiency of indirect estimation methods, such as Indirect Inference and the Efficient Method of Moments, depends on the choice of the auxiliary model, which is some-…