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15-009/III - Penalized Indirect Inference


  • Authors
    Francisco Blasques, VU University Amsterdam, the Netherlands; Artem Duplinskiy, VU University Amsterdam, the Netherlands
  • Publication date
    January 19, 2015
  • Keywords
    Penalized estimation, Indirect Inference, Simulation-based methods, DSGE models
  • JEL
    C15, C13, D58, E32