Indirect inference and variance reduction using control variates
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"Testing for continuous-time models of the short-term interest rate,"
Journal of Empirical Finance, Elsevier, vol. 2(3), pages 199-223, September.
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- Di Iorio, Francesca & Calzolari, Giorgio, 2006. "Discontinuities in indirect estimation: An application to EAR models," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2124-2136, April.
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