Which model to match?
| dc.contributor.author | Barigozzi, Matteo | deu |
| dc.contributor.author | Halbleib, Roxana | |
| dc.contributor.author | Veredas, David | deu |
| dc.date.accessioned | 2014-09-22T11:56:33Z | deu |
| dc.date.available | 2014-09-22T11:56:33Z | deu |
| dc.date.issued | 2015 | deu |
| dc.description.abstract | The asymptotic efficiency of indirect estimation methods, such as the efficient method of moments and indirect inference, depends on the choice of the auxiliary model, which is somehow ad hoc and based on an educated guess. We introduce an Akaike–type class of information criteria that helps the user in this choice among nested and non–nested auxiliary models. A Monte Carlo and an empirical illustration show the usefulness of the criteria. | eng |
| dc.description.version | published | |
| dc.identifier.doi | 10.2139/ssrn.1986419 | deu |
| dc.identifier.ppn | 414742362 | deu |
| dc.identifier.uri | http://kops.uni-konstanz.de/handle/123456789/29003 | |
| dc.language.iso | eng | deu |
| dc.legacy.dateIssued | 2014-09-22 | deu |
| dc.rights | terms-of-use | deu |
| dc.rights.uri | https://rightsstatements.org/page/InC/1.0/ | deu |
| dc.subject | auxiliary model | deu |
| dc.subject | efficient method of moments | deu |
| dc.subject | indirect inference | deu |
| dc.subject | information criteria | deu |
| dc.subject.ddc | 330 | deu |
| dc.subject.jel | C13, C52 | deu |
| dc.title | Which model to match? | eng |
| dc.type | WORKINGPAPER | deu |
| dspace.entity.type | Publication | |
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year={2015},
doi={10.2139/ssrn.1986419},
title={Which model to match?},
author={Barigozzi, Matteo and Chiriac, Roxana and Veredas, David}
} | |
| kops.citation.iso690 | BARIGOZZI, Matteo, Roxana CHIRIAC, David VEREDAS, 2015. Which model to match? | deu |
| kops.citation.iso690 | BARIGOZZI, Matteo, Roxana CHIRIAC, David VEREDAS, 2015. Which model to match? | eng |
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| kops.identifier.nbn | urn:nbn:de:bsz:352-290030 | deu |
| kops.submitter.email | susanne.bohner@uni-konstanz.de | deu |
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