Czellar, Veronika; Ronchetti, Elvezio - In: Biometrika 97 (2010) 3, pp. 621-630
In this paper we propose accurate parameter and over-identification tests for indirect inference. Under the null hypothesis the new tests are asymptotically χ-super-2-distributed with a relative error of order n-super- - 1. They exhibit better finite sample accuracy than classical tests for...