HIGHLIGHTS
- who: Creel and Michael D. from the Barcelona School of Economics and MOVE, Universitat Autònoma de Barcelona, Bellaterra, Barcelona have published the article: Inference using simulated neural moments, in the Journal: Econometrics 2021, 9, 35. of 16/Dec/2013
- what: The paper shows experimentally that confidence intervals using these methods may have coverage which far from the nominal level a result which has parallels in the literature that studies overidentified GMM estimators. The authors report results for the SV and ARMA models, where MSM-MCMC estimators were computed using both the overidentifying statistic, W . . .
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