econometrics.bib

@inproceedings{GallantWhiteNeural88,
	author = "Gallant, A. R. and White, H.",
	booktitle = "{Neural Networks, 1988., IEEE International Conference on}",
	doi = "10.1109/ICNN.1988.23903",
	keywords = "neural nets; Fourier network; Fourier series approximation; avoidable mistakes; monotone squashing; multiple input single output single hidden layer feedforward network; neural network; Neural networks",
	month = "July",
	pages = "657--664 vol.1",
	title = "{There exists a neural network that does not make avoidable mistakes}",
	year = "1988"
}

@article{Varian2014,
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@article{BICKELYAHAV69,
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}

@article{McFadden1989MSM,
	abstract = "This paper proposes a simple modification of a conventional method of moments estimator for a discrete response model, replacing response probabilities that require numerical integration with estimators obtained by Monte Carlo simulation. This method of simulated moments (MSM) does not require precise estimates of these probabilities for consistency and asymptotic normality, relying instead on the law of large numbers operating across observations to control simulation error, and hence can use simulations of practical size. The method is useful for models such as high-dimensional multinomial probit (MNP), where computation has restricted applications.",
	author = "McFadden, Daniel",
	issn = "00129682, 14680262",
	journal = "Econometrica",
	number = "5",
	pages = "995--1026",
	publisher = "[Wiley, Econometric Society]",
	title = "{A method of simulated moments for estimation of discrete response models without numerical integration}",
	url = "http://www.jstor.org/stable/1913621",
	volume = "57",
	year = "1989"
}

@article{KuanWhiteNNSurvey1994,
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	number = "1",
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	year = "1994"
}

@article{Hornik1989MFN:70405.70408,
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	address = "Oxford, UK, UK",
	author = "Hornik, K. and Stinchcombe, M. and White, H.",
	doi = "10.1016/0893-6080(89)90020-8",
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	year = "1989"
}

@article{hansen1982,
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	publisher = "{JSTOR}",
	title = "{Large sample properties of generalized method of moments estimators}",
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	volume = "50",
	year = 1982
}

@article{cornuet2008inferring,
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@article{csillery2010approximate,
	author = "Csillery, Katalin and Blum, Michael GB and Gaggiotti, Oscar E and Francois, Olivier",
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}

@unpublished{gao2014computational,
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}

@unpublished{JiangEtAlNeuralABC,
	author = "Jiang, B. and Wu, T. and Zheng, C. and Wong, W.",
	howpublished = "\url{http://arxiv.org/abs/1510.02175/}",
	note = "arXiv:1510.02175",
	title = "{Learning summary statistic for approximate Bayesian computation via deep neural network}",
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}

@unpublished{CreelGHK2015,
	author = "Creel, M. and Gao, J. and Hong, H. and Kristensen, D.",
	howpublished = "\url{http://arxiv.org/abs/1512.07385v1/}",
	note = "arXiv:1512.07385v1",
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}

@article{LeCun1998,
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@article{emm,
	author = "Gallant, R. and Tauchen, G.",
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@article{GourierouxMonfortIndirect,
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}

@article{PakesPollard,
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}

@article{andrews:1997,
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}

@unpublished{creel2011indirect,
	author = "Creel, Michael and Kristensen, Dennis",
	howpublished = "\url{http://ddd.uab.cat/record/71449/}",
	note = "working paper, available at http://pareto.uab.es/wp/2011/87411.pdf",
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	year = "2011"
}

@techreport{gentzkow2013measuring,
	author = "Gentzkow, Matthew and Shapiro, Jesse M",
	institution = "National Bureau of Economic Research",
	note = "NBER, available at http://www.nber.org/papers/w20673/",
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@article{jun2009cube,
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@article{jun2011consistent,
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}

@article{gallanthong,
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@article{forneron2015abc,
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}

@article{beaumont2002approximate,
	author = "Beaumont, Mark A and Zhang, Wenyang and Balding, David J",
	eprint = "http://www.genetics.org/content/162/4/2025.full.pdf",
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@article{dean2014parameter,
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@article{koenker1978,
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@article{chaudhuri1991nonparametric,
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@article{creel2016selection,
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}

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@article{RugeMurcia,
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@article{Girosi95regularizationtheory,
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@article{Grazzini2015148,
title = "Estimation of ergodic agent-based models by simulated minimum distance ",
journal = "Journal of Economic Dynamics and Control ",
volume = "51",
number = "",
pages = "148 - 165",
year = "2015",
note = "",
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doi = "http://dx.doi.org/10.1016/j.jedc.2014.10.006",
url = "http://www.sciencedirect.com/science/article/pii/S0165188914002814",
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}

@Article{Winker2009,
author="Winker, Peter
and Maringer, Dietmar",
title="The Convergence of Estimators Based on Heuristics: Theory and Application to a GARCH Model",
journal="Computational Statistics",
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number="3",
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}

@article{CreelKristensenABCofSV,
title = "ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models ",
journal = "Journal of Empirical Finance ",
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number = "",
pages = "85 - 108",
year = "2015",
note = "",
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doi = "http://dx.doi.org/10.1016/j.jempfin.2015.01.002",
url = "http://www.sciencedirect.com/science/article/pii/S0927539815000031",
author = "Michael Creel and Dennis Kristensen",
keywords = "Approximate Bayesian Computation",
keywords = "Continuous-time processes",
keywords = "Filtering",
keywords = "Indirect inference",
keywords = "Jumps",
keywords = "Realized volatility "
}

@book{HaykinNeuralNetTextbook,
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@article{Carrasco2007529,
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