Arbeitspapier

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.

Language
Englisch

Bibliographic citation
Series: Cardiff Economics Working Papers ; No. E2013/8

Classification
Wirtschaft
Econometrics
Estimation: General
Model Evaluation, Validation, and Selection
Macroeconomics: Consumption, Saving, Production, Employment, and Investment: Forecasting and Simulation: Models and Applications
Subject
Economics
Indirect Inference

Event
Geistige Schöpfung
(who)
Le, Vo Phuong Mai
Meenagh, David
Event
Veröffentlichung
(who)
Cardiff University, Cardiff Business School
(where)
Cardiff
(when)
2013

Handle
Last update
10.03.2025, 11:44 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Le, Vo Phuong Mai
  • Meenagh, David
  • Cardiff University, Cardiff Business School

Time of origin

  • 2013

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