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Journal of Econometrics, ISSN 0304-4076, 07/2018, Volume 205, Issue 1, pp. 34 - 54
Parameter estimates of structural economic models are often difficult to interpret at the light of the underlying economic theory. Bayesian methods have become... 
Indirect inference | Simulation-based methods | Penalized estimation | DSGE | Applied Mathematics | Economics and Econometrics | PHILLIPS-CURVE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | GMM | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | DSGE MODELS | GENERAL EQUILIBRIUM-MODELS
Journal Article
Communication Monographs, ISSN 0363-7751, 01/2018, Volume 85, Issue 1, pp. 4 - 40
Mediation of X's effect on Y through a mediator M is moderated if the indirect effect of X depends on a fourth variable. Hayes [(2015). An index and test of... 
Conditional process analysis | PROCESS macro | indirect effect | moderated mediation | regression analysis | REGRESSION | SCHOOL | MODEL | PROBING INTERACTIONS | ATTITUDES | INTENTIONS | ADOLESCENTS | SITES | COMMUNICATION | PERCEPTIONS
Journal Article
Scandinavian Journal of Statistics, ISSN 0303-6898, 09/2019, Volume 46, Issue 3, pp. 765 - 801
Journal Article
ACM Transactions on Information Systems (TOIS), ISSN 1046-8188, 05/2016, Volume 34, Issue 3, pp. 1 - 32
Trust systems represent a significant trend in decision support for social networks' service provision. The basic idea is to allow users to rate each other... 
Indirect trust | transitivity | trust paths | REPUTATION SYSTEMS | COMPUTER SCIENCE, INFORMATION SYSTEMS | Usage | Algorithms | Engineering research | Analysis | Trust (Psychology) | Research | Online social networks | Information systems | Networks | Construction | Searching | Inference | Social networks | Online | Web | Computers and Society | Computer Science
Journal Article
Journal of Econometrics, ISSN 0304-4076, 07/2018, Volume 205, Issue 1, pp. 55 - 75
We consider consistent estimation of parameters in a structural model by Indirect Inference (II) when the exogenous variables can be missing at random (MAR)... 
Indirect Inference | Inverse probability weighting | Missing at random | Discrete choice models | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | AUXILIARY DATA | MODELS | GMM | SEMIPARAMETRIC EFFICIENCY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article
Quantitative Economics, ISSN 1759-7323, 01/2020, Volume 11, Issue 1, pp. 113 - 159
Indirect Inference (I‐I) estimation of structural parameters θ requires matching observed and simulated statistics, which are most often generated using an... 
constrained estimation | C10 | parameters on the boundary | C13 | indirect inference | C15 | Inequality restrictions | stochastic volatility | MODELS | COEFFICIENTS | ECONOMICS | Economic models | Approaches | Parameters | Monte Carlo simulation | Estimators | Inequality
Journal Article
Econometrics, ISSN 2225-1146, 03/2019, Volume 7, Issue 1, p. 14
The standard approach to indirect inference estimation considers that the auxiliary parameters, which carry the identifying information about the structural... 
indirect inference | auxiliary models | overidentification
Journal Article
Journal of Econometrics, ISSN 0304-4076, 10/2019, Volume 212, Issue 2, pp. 623 - 645
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2010, Volume 157, Issue 1, pp. 68 - 77
Journal Article
The Econometrics Journal, ISSN 1368-4221, 06/2017, Volume 20, Issue 2, pp. 168 - 189
Summary Ordinary least‐squares (OLS) is well known to produce an inconsistent estimator of the spatial parameter in pure spatial autoregression (SAR). In this... 
Indirect Inference | Weight matrix | Binding function | Inconsistency | Bias | Spatial autoregression | TESTS | DISTURBANCES | STATISTICS & PROBABILITY | FINITE-SAMPLE PROPERTIES | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MODELS | ESTIMATORS | TIME-SERIES | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | MOMENTS | Economic models | Displays | Regression analysis | Monte Carlo simulation
Journal Article
Applied Economics, ISSN 0003-6846, 02/2020, Volume 52, Issue 7, pp. 726 - 741
This paper investigates the public-sector wage premium (PSWP) in the UK using a microfounded economic model and indirect inference (II). To answer the question... 
selection bias | C21 | Public-sector wage premium | Monte Carlo | C35 | indirect inference | J31 | J45 | PRIVATE-SECTORS | MODELS | DIFFERENTIALS | ECONOMICS | Economic models | Wages & salaries | Labor market | Selection bias | Econometric models | Market forces | Public sector | Benefit cost analysis
Journal Article
Journal of the Royal Statistical Society. Series C (Applied Statistics), ISSN 0035-9254, 5/2011, Volume 60, Issue 3, pp. 317 - 337
Journal Article