Penalized indirect inference

Blasques, F; Duplinskiy, A

Blasques, F (reprint author), Vrije Univ Amsterdam, FEWEB EOR, Boelelaan 1105, NL-1081 HV Amsterdam, Netherlands.

JOURNAL OF ECONOMETRICS, 2018; 205 (1): 34

Abstract

Parameter estimates of structural economic models are often difficult to interpret at the light of the underlying economic theory. Bayesian methods ha......

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