Robust Indirect Inference
稳健间接推断
In this article we develop robust indirect inference for a variety of models in a unified framework. We investigate the local robustness properties of indirect inference and derive the influence function of the indirect estimator, as well as the level and power influence functions of indirect tests. These tools are then used to design indirect inference procedures that are stable in the presence of small deviations from the assumed model. Although indirect inference was…