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Issue of the Annals of Econometrics on Indirect Estimation Methods in Finance and Economics

Halbleib, R; Kristensen, D; Renault, E; Veredas, D; (2018) Issue of the Annals of Econometrics on Indirect Estimation Methods in Finance and Economics. Journal of Econometrics , 205 (1) pp. 1-5. 10.1016/j.jeconom.2018.03.002. Green open access

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Abstract

Introduction This special issue is the outcome of the small and high-powered conference on Indirect Estimation Methods in Finance and Economics. The conference took place at Abbey Hegne in Allensbach (Lake Constance, Germany) on May 2014. It commemorated the 20th anniversary of the seminal papers on Indirect inference of Gourieroux et al. (1993), Simulated quasi-maximum likelihood of Smith Jr. (1993) and the Efficient methods of moments of Gallant and Tauchen (1996).

Type: Article
Title: Issue of the Annals of Econometrics on Indirect Estimation Methods in Finance and Economics
Open access status: An open access version is available from UCL Discovery
DOI: 10.1016/j.jeconom.2018.03.002
Publisher version: https://doi.org/10.1016/j.jeconom.2018.03.002
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL SLASH
UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS
UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics
URI: https://discovery.ucl.ac.uk/id/eprint/10059813
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