1 citations · 1 across the 1 of their papers we have counts for
3 papers
econ.EM2021
Estimation and Inference by Stochastic Optimization: Three Examples
Jean-Jacques Forneron, Serena Ng
This paper illustrates two algorithms designed in Forneron & Ng (2020): the resampled Newton-Raphson (rNR) and resampled quasi-Newton (rqN) algorithms which speed-up estimation and…
econ.EM2020
Inference by Stochastic Optimization: A Free-Lunch Bootstrap
Jean-Jacques Forneron, Serena Ng
Assessing sampling uncertainty in extremum estimation can be challenging when the asymptotic variance is not analytically tractable. Bootstrap inference offers a feasible solution…
econ.EM2019★ 1 cited
A Scrambled Method of Moments
Jean-Jacques Forneron
Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faste…