Issue of the annals of econometrics on indirect estimation methods in finance and economics
Publication typeJournal article with impact factor
JournalJournal of Econometrics
Publication Begin page1
Publication End page5
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AbstractThis 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/IndustryAccounting & Finance