Testing and estimating models using indirect inference

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.

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Year of publication:	2013
Authors:	Le, Vo Phuong Mai ; Meenagh, David
Publisher:	Cardiff : Cardiff University, Cardiff Business School
Subject:	Economics \| Indirect Inference

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Series:	Cardiff Economics Working Papers ; E2013/8
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	747573271 [GVK] hdl:10419/101117 [Handle]
Classification:	C01 - Econometrics ; C13 - Estimation ; C52 - Model Evaluation and Testing ; E27 - Forecasting and Simulation
Source:	EconStor

Persistent link: https://www.econbiz.de/10010397717