Simulation-Based Method of Moments and Efficiency
By M. Carrasco, Jean-Pierre Florens. 2002
48 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/9478eb600814dcce42475c7a01230c3e6f886d06
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Jean-Pierre Florens
- M. Carrasco
- Léopold Simar
- Nathan Kallus
- Masatoshi Uehara
- Xiaohong Chen
- Christian Hansen
- Carlos Escanciano
In Finance
- Jean-Pierre Florens
- M. Carrasco
- Christian Hansen
- S. Chen
- Liangjun Su
- Jushan Bai
- Serena Ng
- Halbert White
In Statistics and Probability
- M. Carrasco
- Jean-Pierre Florens
- Juan-Carlos Escanciano
- Arthur Lewbel
- Xiaohong Chen
- Nathan Kallus
- S. Bonhomme
- Masatoshi Uehara
Citations in the corpus
- A SPECTRAL METHOD FOR DECONVOLVING A DENSITY (2010, methodology): “Then using results on simulationbased estimators (see, e.g., Gourieroux and Monfort, 1996; Carrasco and Florens, 2002), the approximate operator T̃ satisfies (3.8), where N = B is the number of simulations.”
- Estimating Macroeconomic Models: A Likelihood Approach (2007, unknown): “t , ( 6 ) plus the stochastic process for productivity, the law of motion for capital, and the economy”