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