Indirect inference (Ofer Abarbanel online library)

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

  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.

 

Ofer Abarbanel online library