Search Results - subject:"Minimum Distance"

On causal inference with model-based outcomes

Arkhangelsky, Dmitry; Yanagimoto, Kazuharu; Zohar, Tom - 2026

, we advocate for a two-step Minimum Distance (MD) framework that explicitly separates parameter identification from policy …

Persistent link: https://www.econbiz.de/10015650738

Fat-tailed DSGE models : a survey and new results

Dave, Chetan; Sorge, Marco M. - In: Journal of economic surveys 39 (2025) 1, pp. 146-171

Persistent link: https://www.econbiz.de/10015372567

Nonparametric minimum-distance estimation of simulation models

Martinoli, Mario - 2025

We propose a novel nonparametric minimum-distance estimator for the estimation of simulation models. Our approach …

Persistent link: https://www.econbiz.de/10015329937

Standard errors for calibrated parameters

Cocci, Matthew D.; Plagborg-Møller, Mikkel - In: The review of economic studies : RES 92 (2025) 5, pp. 2952-2978

Persistent link: https://www.econbiz.de/10015458942

Nonparametric minimum-distance estimation of simulation models

Martinoli, Mario - 2025

We propose a novel nonparametric minimum-distance estimator for the estimation of simulation models. Our approach …

Persistent link: https://www.econbiz.de/10015361311

An autocovariance-based learning framework for high-dimensional functional time series

Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei - In: Journal of econometrics 239 (2024) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10015074461

Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space

Fan, Yanqin; Jiang, Shuo; Shi, Xuetao - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 893-938

matching‐types problem and a large number of matchings. We tackle the matching‐types problem by constructing a new minimum‐distance …

Persistent link: https://www.econbiz.de/10015189765

Calibration and validation of macroeconomic simulation models by statistical causal search

Martinoli, Mario; Moneta, Alessio; Pallante, Gianluca - In: Journal of economic behavior & organization 228 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015461655

Fitting copulas in the case of missing data

Liebscher, Eckhard - In: Statistical Papers 65 (2024) 6, pp. 3681-3711

In this paper we deal with parametric estimation of the copula in the case of missing data. The data items with the same pattern of complete and missing data are combined into a subset. This approach corresponds to the MCAR model for missing data. We construct a specific Cramér–von Mises...

Persistent link: https://www.econbiz.de/10015358820

Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space

Fan, Yanqin; Jiang, Shuo; Shi, Xuetao - In: Quantitative Economics 15 (2024) 4, pp. 893-938

matching-types problem and a large number of matchings. We tackle the matching-types problem by constructing a new minimum-distance …

Persistent link: https://www.econbiz.de/10015420292

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