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Accurate and robust indirect inference for diffusion models

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Author Info
Veronika Czellar
Elvezio Ronchetti
Abstract

Indirect inference (Smith, 1993; Gouriéroux, Monfort and Renault, 1993) is a simulation-based estimation method dealing with econometric models whose likelihood function is intractable. Typical examples are diffusion models described by stochastic differential equations. A potential problem that arises when estimating a diffusion model is the possible model misspecifcation which can lead to biased estimators and misleading test results. To correct the bias due to model misspecifcation, Genton and Ronchetti (2003) proposed robust indirect inference. The standard asymptotic approximation to the finite sample distribution of the robust indirect estimators and tests, however, can be very poor and can lead to misleading inference. To improve the finite sample accuracy, we propose in this paper an optimal choice of the auxiliary discretized model and a new test based on asymptotically equivalent M-estimators of the robust indirect estimators. We apply the robust indirect saddlepoint tests using an optimal choice of discretization to various contaminated diffusion models and we illustrate the gain in finite sample accuracy when using the new technique.

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Paper provided by Département d'Econométrie, Université de Genève in its series Cahiers du Département d'Econométrie with number 2008.01.

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Length: 32 pages
Date of creation: Aug 2008
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Handle: RePEc:gen:geneem:2008.01

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Related research
Keywords: indirect inference; M-estimators; influence function; robust statistics; saddlepoint approximations;

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    Other versions:
  3. Smith, A A, Jr, 1993. "Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S63-84, Suppl. De. [Downloadable!] (restricted)
  4. Yacine Aït-Sahalia, 1999. "Transition Densities for Interest Rate and Other Nonlinear Diffusions," Journal of Finance, American Finance Association, vol. 54(4), pages 1361-1395, 08. [Downloadable!] (restricted)
  5. Ortelli, Claudio & Trojani, Fabio, 2005. "Robust efficient method of moments," Journal of Econometrics, Elsevier, vol. 128(1), pages 69-97, September. [Downloadable!] (restricted)
  6. Gallant, A. Ronald & Tauchen, George, 1996. "Which Moments to Match?," Econometric Theory, Cambridge University Press, vol. 12(04), pages 657-681, October. [Downloadable!]
  7. Gourieroux, C & Monfort, A & Renault, E, 1993. "Indirect Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S85-118, Suppl. De. [Downloadable!] (restricted)
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  8. Genton, Marc G. & de Luna, Xavier, 2000. "Robust simulation-based estimation," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 253-259, July. [Downloadable!] (restricted)
  9. Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007. "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 546-563, September. [Downloadable!] (restricted)
    Other versions:
  10. Broze, Laurence & Scaillet, Olivier & Zako an, Jean-Michel, 1998. "Quasi-Indirect Inference For Diffusion Processes," Econometric Theory, Cambridge University Press, vol. 14(02), pages 161-186, April. [Downloadable!]
  11. Knut Heggland & Arnoldo Frigessi, 2004. "Estimating functions in indirect inference," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 447-462. [Downloadable!] (restricted)
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