Neural Nets for Indirect Inference
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- Creel, Michael, 2017. "Neural nets for indirect inference," Econometrics and Statistics, Elsevier, vol. 2(C), pages 36-49.
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- Thomas Cook, 2019. "Macroeconomic Indicator Forecasting with Deep Neural Networks," 2019 Meeting Papers 402, Society for Economic Dynamics.
- Sweta Rai & Alexis Hoffman & Soumendra Lahiri & Douglas W. Nychka & Stephan R. Sain & Soutir Bandyopadhyay, 2024. "Fast parameter estimation of generalized extreme value distribution using neural networks," Environmetrics, John Wiley & Sons, Ltd., vol. 35(3), May.
- Ernesto Carrella, 2021. "No Free Lunch when Estimating Simulation Parameters," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 24(2), pages 1-7.
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More about this item
Keywords
neural networks; indirect inference; approximate Bayesian computing; machine learning; DSGE; jump-diffusion;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2016-11-13 (Computational Economics)
- NEP-ECM-2016-11-13 (Econometrics)
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