Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana Kristensen, Dennis Renault, Eric Veredas, David
Halbleib, Roxana
Kristensen, Dennis
Renault, Eric
Veredas, David
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Publication Type
Journal article with impact factor
Editor
Supervisor
Publication Year
2018
Journal
Journal of Econometrics
Book
Publication Volume
205
Publication Issue
1
Publication Begin page
1
Publication End page
5
Publication Number of pages
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Abstract
This special issue is the outcome of the small and high-powered conference on Indirect Estimation Methods in Finance and Economics. The conference took place at Abbey Hegne in Allensbach (Lake Constance, Germany) on May 2014. It commemorated the 20th anniversary of the seminal papers on Indirect inference of Gourieroux et al. (1993), Simulated quasi-maximum likelihood of Smith Jr. (1993) and the Efficient methods of moments of Gallant and Tauchen (1996).