Testing and estimating models using indirect inference
Year of publication: |
2013
|
---|---|
Authors: | Le, Vo Phuong Mai ; Meenagh, David |
Publisher: |
Cardiff : Cardiff Univ, Cardiff Business School, Economics Section |
Subject: | Economics | Indirect Inference | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Statistische Methodenlehre | Statistical theory | Ökonometrie | Econometrics |
Description of contents: |
In this short article we explain how to test an economic model using Indirect Inference. We then go on to show how you can use this test to estimate the model.
|
-
Using large samples in econometrics
MacKinnon, James G., (2021)
-
Blasques, Francisco, (2015)
-
Indirect inference for the identification of star variables in macroeconomic models
Minford, Patrick, (2025)
- More ...
-
Le, Vo Phuong Mai, (2009)
-
Does the fiscal theory of the price level explain US postwar behaviour?
Le, Vo Phuong Mai, (2024)
-
Could an economy get stuck in a rational pessimism bubble? The case of Japan
Le, Vo Phuong Mai, (2023)
- More ...