Bayesian Indirect Inference and the ABC of GMM

Creel, Michael; Gao, Jiti; Hong, Han; Kristensen, Dennis

doi:10.26180/21521427.v1

Bayesian Indirect Inference and the ABC of GMM

journal contribution

posted on 2022-11-09, 02:18 authored by Michael Creel, Jiti Gao, Han Hong, Dennis Kristensen

We propose and study local linear and polynomial based nonparametric regression methods for implementing Approximate Bayesian Computation (ABC) style indirect inference and

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C12, C15, C22, C52

Creation date

2016-02-09

Working Paper Series Number

1/16

Length

70

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application/pdf

Handle

RePEc:msh:ebswps:2016-1

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Keywords

GMM-estimators Laplace transformations ABC estimators nonparametric regressions simulation-based estimation

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Bayesian Indirect Inference and the ABC of GMM

History

Classification-JEL

Creation date

Working Paper Series Number

Length

File-Format

Handle

Usage metrics

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Keywords

Licence

Exports