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1. Calibration and validation of macroeconomic simulation models by statistical causal search. (2024). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario.
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2. Tilting Approximate Models. (2024). Tryphonides, Andreas.
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3. Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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4. Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri.
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   RePEc:zbw:cauewp:202101.

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5. On the estimation of behavioral macroeconomic models via simulated maximum likelihood. (2018). Sacht, Stephen ; Kukacka, Jiri ; Jang, Tae-Seok.
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   RePEc:zbw:cauewp:201811.

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6. Higher-order properties of approximate estimators. (2017). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:198:y:2017:i:2:p:189-208.

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7. Estimation of financial agent-based models with simulated maximum likelihood. (2017). Kukacka, Jiri ; Baruník, Jozef.
   In: Journal of Economic Dynamics and Control.
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8. Life-Cycle Consumption and Children: Evidence from a Structural Estimation. (2017). Jørgensen, Thomas ; Jorgensen, Thomas H.
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   RePEc:bla:obuest:v:79:y:2017:i:5:p:717-746.

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9. Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef.
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   RePEc:zbw:fmpwps:63.

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10. Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation. (2016). Seo, Kyoungwon ; Lee, Jinhyuk.
    In: Economics Letters.
    RePEc:eee:ecolet:v:149:y:2016:i:c:p:67-70.

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11. Life-Cycle Consumption and Children: Evidence from a Structural Estimation. (2015). Jørgensen, Thomas.
    In: Discussion Papers.
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12. Estimation of stochastic volatility models by nonparametric filtering. (2015). Kristensen, Dennis ; Kanaya, Shin.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:09/15.

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13. Density and Conditional Distribution Based Specification Analysis. (2013). Swanson, Norman ; Duong, Diep.
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    RePEc:rut:rutres:201312.

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14. Higher-order properties of approximate estimators. (2013). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
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15. Macroeconomic determinants of stock volatility and volatility premiums. (2013). Mele, Antonio ; Corradi, Valentina ; Distaso, Walter.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:2:p:203-220.

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16. Returns-to-scale and the equity premium puzzle. (2013). Dunbar, Geoffrey.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1736-1754.

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17. Estimation of dynamic models with nonparametric simulated maximum likelihood. (2012). Shin, Yongseok ; Kristensen, Dennis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:76-94.

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18. Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models. (2011). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201112.

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19. Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models. (2011). Corradi, Valentina.
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20. Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models. (2011). Swanson, Norman ; Corradi, Valentina.
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21. Dynamics of externalities: a second-order perspective. (2011). Wen, Yi ; Wu, Huabin.
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22. Estimating Dynamic Contracts: Risk Sharing in Village Economies. (2010). Laczo, Sarolta.
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23. Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators. (2010). Pötscher, Benedikt ; Gach, Florian ; Potscher, Benedikt M..
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24. Higher Order Improvements for Approximate Estimators. (2010). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard.
    In: CAM Working Papers.
    RePEc:kud:kuieca:2010_04.

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25. Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference. (2009). Pötscher, Benedikt ; Nickl, Richard ; Potscher, Benedikt M..
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26. Simulated minimum Hellinger distance estimation of stochastic volatility models. (2009). Takada, Teruko.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:6:p:2390-2403.

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27. Nonparametric Transition-Based Tests for Jump Diffusions. (2009). Fan, Jianqing ; At-Sahalia, Yacine ; Peng, Heng.
    In: Journal of the American Statistical Association.
    RePEc:bes:jnlasa:v:104:i:487:y:2009:p:1102-1116.

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28. A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models. (2008). Lubrano, Michel ; Giet, Ludovic.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:6:p:2945-2965.

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29. Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood. (2008). Shin, Yongseok ; Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-58.

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30. Efficient estimation of general dynamic models with a continuum of moment conditions. (2007). Florens, Jean-Pierre ; Chernov, Mikhail ; Carrasco, Marine ; Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:529-573.

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