Indirect inference in structural econometric models

Journal of Econometrics

Volumn 157, Issue 1, 2010, Pages 120-128

  Li, Tong ^a  

^a VANDERBILT UNIVERSITY   (United States)

Author keywords

Auxiliary model; OLS; Parameter calibration; Parameter dependent support; Simulation

Indexed keywords

ECONOMICS; MATHEMATICAL TECHNIQUES;

AUXILIARY MODELING; EMPIRICAL ANALYSIS; ORDINARY LEAST SQUARES; PARAMETER CALIBRATION; PARAMETER-DEPENDENT SUPPORTS; PARAMETRIC INFERENCE; SIMULATION; TWO STAGE LEAST SQUARES;

LEAST SQUARES APPROXIMATIONS;

EID: 84859885167     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.027     Document Type: Conference Paper

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