Which Model to Match?
نویسندگان
چکیده
منابع مشابه
W HICH MODEL TO MATCH ? Matteo
The asymptotic efficiency of the indirect estimation methods, such as the efficient method of moments and indirect inference, depends on the choice of the auxiliary model. Up to date, this choice is somehow ad hoc and based on an educated guess of the researcher. In this article we develop three information criteria that help the user to optimize the choice among nested and non–nested auxiliary...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.1986419