Czellar, Veronika; Ronchetti, Elvezio - Institut d'Economie et Econométrie, Université de Genève - 2008
Indirect inference (Smith, 1993; Gouriéroux, Monfort and Renault, 1993) is a simulation-based estimation method dealing …, Genton and Ronchetti (2003) proposed robust indirect inference. The standard asymptotic approximation to the finite sample …