Simulation-based method of moments and efficiency

Journal of Business and Economic Statistics

Volumn 20, Issue 4, 2002, Pages 482-492

  Carrasco, Marine ^a   Florens, Jean Pierre ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Asymptotic efficiency; Efficient method of moments; Indirect inference; Monte Carlo integration

Indexed keywords

EID: 0036790409     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618621     Document Type: Article

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