Which model to match?

Cite This

Files in this item

Checksum: MD5:1242dd2f6d76cbe23f668ee6112b25fd

BARIGOZZI, Matteo, Roxana HALBLEIB, David VEREDAS, 2015. Which model to match?. Available under: doi: 10.2139/ssrn.1986419

@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:dcterms="http://purl.org/dc/terms/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#" xmlns:foaf="http://xmlns.com/foaf/0.1/" xmlns:void="http://rdfs.org/ns/void#" 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:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/46"/> <foaf:homepage rdf:resource="http://localhost:8080/jspui"/> <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> <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/> <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/29003/1/Barigozzi_290030.pdf"/> <dc:rights>terms-of-use</dc:rights> <dc:contributor>Halbleib, Roxana</dc:contributor> <dc:creator>Halbleib, Roxana</dc:creator> <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/29003/1/Barigozzi_290030.pdf"/> <dc:language>eng</dc:language> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/29003"/> <dc:contributor>Barigozzi, Matteo</dc:contributor> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/52"/> <dcterms:rights rdf:resource="https://kops.uni-konstanz.de/page/termsofuse"/> <dc:contributor>Veredas, David</dc:contributor> <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/52"/> <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> <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/rdf/resource/123456789/46"/> </rdf:Description> </rdf:RDF>

Downloads since Oct 1, 2014 (Information about access statistics)

Barigozzi_290030.pdf 168

This item appears in the following Collection(s)

Search KOPS


Browse

My Account