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Year of publication
Subject
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Approximate Bayesian Computation 1 likelihood-free methods 1 method of simulated moments 1 selection of statistics 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Creel, Michael 1 Kristensen, Dennis 1
Institution
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Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1
Published in...
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UFAE and IAE Working Papers 1
Source
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RePEc 1
Showing 1 - 1 of 1
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On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments
Creel, Michael; Kristensen, Dennis - Departament d'Economia i Història Econòmica, … - 2015
This paper presents a cross validation method for selection of statistics for Approximate Bayesian Computing, and for …
Persistent link: https://www.econbiz.de/10011188913
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