Simulated asymptotic least squares theory
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- Dridi, Ramdan & Renault, Eric, 2000. "Semi-parametric indirect inference," LSE Research Online Documents on Economics 6864, London School of Economics and Political Science, LSE Library.
- Campo, Sandra, 2012. "Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements," Journal of Econometrics, Elsevier, vol. 168(1), pages 96-107.
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More about this item
Keywords
Simulated Asymptotic Least Squares; Approximation-based and Simulation-based estimation; Efficiency Bounds in Direction; GMM; SNLS; SPML; SMM; II; GII; EMM.;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
Statistics
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