Results 11 to 20 of about 325,935 (288)
Indirect Inference: Which Moments to Match? [PDF]
Econometrics, 2019 The standard approach to indirect inference estimation considers that the auxiliary parameters, which carry the identifying information about the structural parameters of interest, are obtained from some recently identified vector of estimating equations.
David T. Frazier, Eric Renault
doaj +4 more sources
Indirect likelihood inference [PDF]
, 2011 Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of
Creel, Michael +3 more
core +8 more sources
Indirect Inference for Locally Stationary Models [PDF]
Journal of Econometrics, 2020 We propose the use of indirect inference estimation to conduct inference in complex locally stationary models. We develop a local indirect inference algorithm and establish the asymptotic properties of the proposed estimator.
Frazier, David, Koo, Bonsoo
core +3 more sources
Semi-Parametric Indirect Inference [PDF]
, 2000 We develop in this paper a generalization of the Indirect Inference (II) to semi-parametric settings and termed Semi-parametric Indirect Inference (SII).
Eric Renault, Ramdan Dridi
core +2 more sources
Indirect inference for survival data [PDF]
SORT- Statistics and Operations Research Transactions, 2003 In this paper we describe the so-called “indirect” method of inference, originally developed from the econometric literature, and apply it to survival analyses of two data sets with repeated events.
Jiang, Wenxin, Turnbull, Bruce W.
core +11 more sources
Indirect Inference for Dynamic Panel Models [PDF]
Journal of Econometrics, 2010 It is well-known that maximum likelihood (ML) estimation of the autoregressive parameter of a dynamic panel data model with .xed eects is inconsistent under .xed time series sample size (T) and large cross section sample size (N) asymptotics.
Christian Gouriéroux +2 more
core +7 more sources
Penalized indirect inference [PDF]
Journal of Econometrics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Francisco Blasques, Artem Duplinskiy
openaire +3 more sources
Indirect inference with(out) constraints [PDF]
Quantitative Economics, 2020 Indirect Inference (I‐I) estimation of structural parametersθrequires matching observed and simulated statistics, which are most often generated using an auxiliary model that depends on instrumental parametersβ. The estimators of the instrumental parameters will encapsulate the statistical information used for inference about the structural parameters.
Frazier, David T., Renault, Eric
openaire +4 more sources
Robust Indirect Inference [PDF]
Journal of the American Statistical Association, 2003 In this article we develop robust indirect inference for a variety of models in a unified framework. We investigate the local robustness properties of indirect inference and derive the influence function of the indirect estimator, as well as the level and power influence functions of indirect tests.
Genton M.G., Ronchetti E.
openaire +3 more sources
Quasipolynomial Normalisation in Deep Inference via Atomic Flows and Threshold Formulae [PDF]
Logical Methods in Computer Science, 2016 Je\v{r}\'abek showed that cuts in classical propositional logic proofs in deep inference can be eliminated in quasipolynomial time. The proof is indirect and it relies on a result of Atserias, Galesi and Pudl\'ak about monotone sequent calculus and a ...
Paola Bruscoli +3 more
doaj +1 more source