David Frazier

Monash Business School

Wellington Road

Clayton, Victoria 3168

Australia

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1.

Indirect Inference With a Non-Smooth Criterion Function

Number of pages: 50 Posted: 25 Aug 2018 Last Revised: 09 Jul 2019

David Frazier, Tatsushi Oka and Dan Zhu

Monash Business School, Keio University and Monash University - Department of Econometrics & Business Statistics

Downloads 141 (373,623)

Citation 3

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2.

Indirect Inference for Locally Stationary Models

Number of pages: 55 Posted: 23 Jun 2018 Last Revised: 11 May 2020

David Frazier and Bonsoo Koo

Monash Business School and Monash Business School

Downloads 47 (723,898)

Abstract:

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