methods such as indirect inference. The paper explores the application of these methods to the indirect inference estimator …

This article deals with the estimation of the parameters of an α-stable distribution with indirect inference, using the … estimator in finite sample, we use constrained indirect inference. In a Monte Carlo study we show that this method delivers …

frequency data. While in some cases the binding function is known, in general it is not, and therefore indirect inference is … models. We assess the efficiency of our indirect inference estimator for the stochastic volatility model by comparing it with … forward-filtering/backward-smoothing algorithm. Our Monte Carlo simulations show that the Indirect Inference procedure is very …

indirect inference. This exerciseenables a series of counterfactual simulations that indicate the features of the plant …

model is tested by the method of indirect inference, bootstrapping the errors to generate 95% confidence limits for a VECM …

We evaluate the Smets-Wouters model of the US dynamically using indirect inference with a VAR representation of the …