Frazier, David T.; Renault, Eric - In: Econometrics 7 (2019) 1, pp. 1-17
The standard approach to indirect inference estimation considers that the auxiliary parameters, which carry the … matching' and 'parameter matching' versions of indirect inference in this context and devise efficient estimation strategies in … efficient Generalized Method of Moments (GMM)-based estimator for the auxiliary parameters, the resulting indirect inference …