Indirect inference

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Indirect inference is a simulation-based method for estimating the parameters of economic models.[1][2] It is a computational method for determining acceptable macroeconomic model parameters in circumstances where the available data is too voluminous or unsuitable for formal modeling.

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References[]

  1. ^ "Indirect Inference" (PDF). Yale University. Retrieved 2014-06-21.
  2. ^ "Indirect Inference". Vserver1.cscs.lsa.umich.edu. 2013-07-10. Archived from the original on 2013-05-22. Retrieved 2014-06-21.
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