Which model to match?

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BARIGOZZI, Matteo, Roxana HALBLEIB, David VEREDAS, 2015. Which model to match?

@techreport{Barigozzi2015Which-29003, title={Which model to match?}, year={2015}, doi={10.2139/ssrn.1986419}, author={Barigozzi, Matteo and Halbleib, Roxana and Veredas, David} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/29003"> <dcterms:title>Which model to match?</dcterms:title> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2014-09-22T11:56:33Z</dcterms:available> <dc:creator>Barigozzi, Matteo</dc:creator> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2014-09-22T11:56:33Z</dc:date> <dc:rights>deposit-license</dc:rights> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103605204-4002607-1"/> <dc:contributor>Halbleib, Roxana</dc:contributor> <dc:creator>Halbleib, Roxana</dc:creator> <dc:language>eng</dc:language> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/29003"/> <dc:contributor>Barigozzi, Matteo</dc:contributor> <dc:contributor>Veredas, David</dc:contributor> <dcterms:abstract xml:lang="eng">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.</dcterms:abstract> <dcterms:issued>2015</dcterms:issued> <dc:creator>Veredas, David</dc:creator> </rdf:Description> </rdf:RDF>

Dateiabrufe seit 01.10.2014 (Informationen über die Zugriffsstatistik)

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