Using Indirect Inference To Solve The Initial-Conditions Problem
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- Mark Yuying An & Ming Liu, 1996. "Using Indirect Inference to Solve the Initial Conditions Problem," Econometrics 9611004, EconWPA.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Martin Browning & Mette Ejrnæs & Javier Alvarez, 2010.
"Modelling Income Processes with Lots of Heterogeneity,"
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- Sauer, Robert M. & Taber, Christopher, 2017.
"Indirect Inference with Importance Sampling: An Application to Women's Wage Growth,"
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- Anna Gottard & Giorgio Calzolari, 2014. "Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning," Econometrics Working Papers Archive 2014_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Akay, Alpaslan, 2007. "Monte Carlo Investigation of the Initial Values Problem in Censored Dynamic Random-Effects Panel Data Models," Working Papers in Economics 278, University of Gothenburg, Department of Economics.
More about this item
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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