1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2020
Approximate Maximum Likelihood for Complex Structural Models
Veronika Czellar, David T. Frazier, Eric Renault
Indirect Inference (I-I) is a popular technique for estimating complex parametric models whose likelihood function is intractable, however, the statistical efficiency of I-I estima…
stat.ME2011★ 1 cited
State-Observation Sampling and the Econometrics of Learning Models
Laurent E. Calvet, Veronika Czellar
In nonlinear state-space models, sequential learning about the hidden state can proceed by particle filtering when the density of the observation conditional on the state is availa…