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  • Search: subject:"constrained indirect inference"
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constrained indirect inference 1 indirect inference 1 skewed-t distribution 1 stable distribution 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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GARCIA, René 1 RENAULT, Eric 1 VEREDAS, David 1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
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CORE Discussion Papers 1
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RePEc 1
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Estimation of stable distributions by indirect inference
GARCIA, René; RENAULT, Eric; VEREDAS, David - Center for Operations Research and Econometrics (CORE), … - 2006
improve the properties of the estimator in finite sample, we use a variant of the method called Constrained Indirect Inference …
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