Sean Elliott, Christian Gourieroux
arXiv 21 Dec 2020 · Statistics — Methodology · 1 citations (OpenAlex)
arXiv:2012.11542 · PDF · DOI · OpenAlex · Extracted main text
The aim of this paper is to understand the extreme variability on the estimated reproduction ratio $R_0$ observed in practice. For expository purpose we consider a discrete time stochastic version of the Susceptible-Infected-Recovered (SIR) model, and introduce different approximate maximum likelihood (AML) estimators of $R_0$. We carefully discuss the properties of these estimators and illustrate by a Monte-Carlo study the width of confidence intervals on $R_0$.
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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model | 0.000 | 1 | 1 |