3 citations · 8 across the 8 of their papers we have counts for
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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…
econ.EM2019
Detecting Identification Failure in Moment Condition Models
Jean-Jacques Forneron
This paper develops an approach to detect identification failure in moment condition models. This is achieved by introducing a quasi-Jacobian matrix computed as the slope of a line…
econ.EM2019
A Sieve-SMM Estimator for Dynamic Models
Jean-Jacques Forneron
This paper proposes a Sieve Simulated Method of Moments (Sieve-SMM) estimator for the parameters and the distribution of the shocks in nonlinear dynamic models where the likelihood…