Penalized indirect inference
Year of publication: |
2018
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Authors: | Blasques, Francisco ; Duplinskiy, Artem |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 205.2018, 1, p. 34-54
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Subject: | DSGE | Indirect inference | Penalized estimation | Simulation-based methods | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Simulation | DSGE-Modell | DSGE model | Dynamisches Gleichgewicht | Dynamic equilibrium |
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