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Indirect Inference Projects
David T. Frazier
DECRA Fellow and Associate Professor in Econometrics and Statistics
My research interests include simulation-based statistical theory and inference, approximate Bayesian analysis, forecasting and scoring rules.
Publications
Indirect Inference with a Non-Smooth Criterion Function
Indirect inference requires simulating realizations of endogenous variables from the model under study. When the endogenous variables …
Indirect Inference":" Which Moments to Match
The standard approach to indirect inference estimation considers that the auxiliary parameters, which carry the identifying information …
Indirect Inference with Endogenously Missing Exogenous Variables.
We consider consistent estimation of parameters in a structural model by Indirect Inference (II) when the exogenous variables can be …
