Dridi, Ramdan; Renault, Eric - Suntory and Toyota International Centres for Economics … - 2000
-parametric Indirect Inference (SII). We introduce a new notion of Partial Encompassing which lays the emphasis on Pseudo True Values of … Interest. The main difference with the older notion of encompassing is that some components of the pseudo-true value of … asymptotic probability distributions of our SII estimators as well as Wald Encompassing Tests (WET) and advocate the use of …