Efficient Minimum Distance Estimation with Multiple Rates of Convergence

By Bertille Antoine, É. Renault. 2012

60 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/088ea299810878fd5131fb838f8891702c1ee25f

Citations in the corpus

• Joint Confidence Sets for Structural Impulse Responses (2016, unknown): “For example, Blanchard (1989) uses a macroeconomic VAR model to evaluate the implication of standard Keynesian models that (1) positive demand innovations increase output and decrease unemployment persistently, and (2) that a favorable supply shock triggers an increase in unemployment without a decr”