Indirect Inference
From Handwiki 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.
References
- ↑ "Indirect Inference". Yale University. http://www.econ.yale.edu/smith/palgrave7.pdf. Retrieved 2014-06-21.
- ↑ "Indirect Inference". Vserver1.cscs.lsa.umich.edu. 2013-07-10. http://vserver1.cscs.lsa.umich.edu/~crshalizi/notabene/indirect-inference.html. Retrieved 2014-06-21.
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Categories: [Estimation methods] [Macroeconomics]
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