Issue of the annals of econometrics on indirect estimation methods in finance and economics
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Publication type
Journal article with impact factorPublication Year
2018Journal
Journal of EconometricsPublication Volume
205Publication Issue
1Publication Begin page
1Publication End page
5
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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).Knowledge Domain/Industry
Accounting & Financeae974a485f413a2113503eed53cd6c53
10.1016/j.jeconom.2018.03.002