Estimation of Stable Distributions by Indirect Inference

By René Garcia, É. Renault, David Veredas. 2011

89 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bec87cc1fe3c0bbc53424933feefb478e56a9b21

Citations in the corpus

• Indirect Inference for Dynamic Panel Models (2010, unknown): “The asymptotic approximation (16) suggests that the indirect inference estimator should inherit some of the “efficiency” properties of the initial estimator treated as an estimator of its mean.”