Standard Errors for Calibrated Parameters.

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate of the correlation structure of the empirical moments, which...

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Detalles Bibliográficos

Publicado en:	Review of Economic Studies Vol. 92; no. 5; pp. 2952 - 2979
Autores principales:	Cocci, Matthew D, Plagborg-Møller, Mikkel
Formato:	Artículo
Publicado:	Oxford University Press / USA Oct2025
Materias:	Calibration Parameter estimation Inferential statistics Statistical errors Estimation theory Confidence intervals Moments method (Statistics) Structural models
Acceso en línea:	Ver este registro en EBSCOhost