Indirect inference

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.

See also

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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