Control variates for variance reduction in indirect inference: Interest rate models in continuous time-Reference-Cited by-同舟云学术

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Control variates for variance reduction in indirect inference: Interest rate models in continuous time

Published:1998-06-01 Issue:1 Volume:1 Page:C100-C112
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Calzolari Giorgio¹,Di Iorio Francesca²,Fiorentini Gabriele³

Affiliation:

1. Università di Firenze, Dipartimento di Statistica ‘G. Parenti’, Viale Morgagni 59, I‐50134 Firenze, Italy

2. ISTAT, Istituto Nazionale di Statistica, Via C. Balbo 16, I‐00184 Roma, Italy

3. Universidad de Alicante, Departamento de Fundamentos del Analisis Economico, Apdo 99, E‐03080 Alicante, Spain

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/1/1/C100/25973834/ectj0100.pdf

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning;Journal of Statistical Computation and Simulation;2017-05-26

2. Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes;Computational Statistics & Data Analysis;2012-11

3. Discontinuities in indirect estimation: An application to EAR models;Computational Statistics & Data Analysis;2006-04

4. Constrained Indirect Estimation;Review of Economic Studies;2004-12

5. Estimating functions in indirect inference;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2004-05

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