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econ.EM2020
Sensitivity to Calibrated Parameters
Thomas H. Jørgensen
A common approach to estimation of economic models is to calibrate a sub-set of model parameters and keep them fixed when estimating the remaining parameters. Calibrated parameters…
econ.EM2019★ 20 cited
The Informativeness of Estimation Moments
Bo Honore, Thomas Jorgensen, Aureo de Paula
This paper introduces measures for how each moment contributes to the precision of parameter estimates in GMM settings. For example, one of the measures asks what would happen to t…