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The ABC of Simulation Estimation with Auxiliary Statistics

Jean-Jacques Forneron, Serena Ng

arXiv 6 Jan 2015 · Statistics — Methodology · publishedJournal of Econometrics (2018) · 8 citations (OpenAlex)

arXiv:1501.01265 · PDF · DOI · OpenAlex · Extracted main text

Abstract

The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is far more popular. This paper connects these two seemingly related approaches to likelihood-free estimation by means of a Reverse Sampler that uses both optimization and importance weighting to target the posterior distribution. Its hybrid features enable us to analyze an ABC estimate from the perspective of SMD. We show that an ideal ABC estimate can be obtained as a weighted average of a sequence of SMD modes, each being the minimizer of the deviations between the data and the model. This contrasts with the SMD, which is the mode of the average deviations. Using stochastic expansions, we provide a general characterization of frequentist estimators and those based on Bayesian computations including Laplace-type estimators. Their differences are illustrated using analytical examples and a simulation study of the dynamic panel model.

Citation extraction

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appendix boundary found by appendix_titled_section at “Appendix” · 68% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Creel and Kristensen (2013) Indirect Likelihood Inference, mimeo, UCL1.00064100%
2Forneron and Ng (2016) A Likelihood Free Reverse Sampler of the Posterior Distribution, in G. Gonzalez-Rivera, R. C1.00054100%
3Gao and Hong (2014) A Computational Implementation of GMM, SSRN Working Paper 25031990.92844100%
4Beaumont, Zhang and Balding (2002) Approximate Bayesian Computation in Population Genetics, Genetics 162, 2025–20350.84333100%
5Chernozhukov and Hong (2003) An MCMC Approach to Classical Estimation, Journal of Econometrics 115:2, 293–3460.81142100%
6Creel, Gao, Hong and Kristensen (2016) Bayesian Indirect Inference and the ABC of GMM, unpublished manuscript0.73732100%
7Gallant and Tauchen (1996) Which Moments to Match, Econometric Theory 12, 657–6810.73732100%
8Gouriéroux, Monfort and Renault (1993) Indirect Inference, Journal of Applied Econometrics 85, 85–1180.73732100%
9Gouriéroux, Phillips and Yu (2010) Indirect Inference of Dynamic Panel Models, Journal of Econometrics 157(1), 68–770.73732100%
10Jiang and Turnbull (2004) The Indirect Method: Inference Based on Intermediate Statistics- A Synthesis and Examples, Statistical Science 19(2), 239–2630.73732100%

Showing the top 10 of 49 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Generalized Laplace Inference in Multiple Change-Points Models0.40511
2Continuous Record Laplace-based Inference about the Break Date in Structural Change Models0.40511
3Inference by Stochastic Optimization: A Free-Lunch Bootstrap0.40511
4Spatial Econometrics for Misaligned Data0.40511