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Testing and Estimating Models Using Indirect Inference

Vo Phuong Mai Le and David Meenagh

No E2013/8, Cardiff Economics Working Papers from Cardiff University, Cardiff Business School, Economics Section

Abstract: 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.

JEL-codes: C01 C13 C52 E27 (search for similar items in EconPapers)
Pages: 4 pages
Date: 2013-06
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations: View citations in EconPapers (3)

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