Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference
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- Jean-Jacques Forneron & Serena Ng, 2015. "The ABC of Simulation Estimation with Auxiliary Statistics," Papers 1501.01265, arXiv.org, revised Oct 2017.
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Keywords
Simulation-based minimum distance estimation; indirect inference;JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-08-16 (Econometrics)
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