IDEAS home Printed from
   My bibliography  Save this article

Approximate Bayesian computation using indirect inference


  • Christopher C. Drovandi
  • Anthony N. Pettitt
  • Malcolm J. Faddy


No abstract is available for this item.

Suggested Citation

  • Christopher C. Drovandi & Anthony N. Pettitt & Malcolm J. Faddy, 2011. "Approximate Bayesian computation using indirect inference," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 60(3), pages 317-337, May.
  • Handle: RePEc:bla:jorssc:v:60:y:2011:i:3:p:317-337

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    References listed on IDEAS

    1. Roberto S. Mariano & Yasutomo Murasawa, 2003. "A new coincident index of business cycles based on monthly and quarterly series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 427-443.
    2. Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999. "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 107-160.
    3. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Soubeyrand, Samuel & Haon-Lasportes, Emilie, 2015. "Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 84-92.
    2. Jean-Jacques Forneron & Serena Ng, 2015. "The ABC of Simulation Estimation with Auxiliary Statistics," Papers 1501.01265,, revised Oct 2017.
    3. Christopher C. Drovandi & Anthony N. Pettitt, 2013. "Bayesian Experimental Design for Models with Intractable Likelihoods," Biometrics, The International Biometric Society, vol. 69(4), pages 937-948, December.
    4. David T. Frazier & Gael M. Martin & Christian P. Robert, 2015. "On Consistency of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers 19/15, Monash University, Department of Econometrics and Business Statistics.
    5. Elizabeth G. Ryan & Christopher C. Drovandi & James M. McGree & Anthony N. Pettitt, 2016. "A Review of Modern Computational Algorithms for Bayesian Optimal Design," International Statistical Review, International Statistical Institute, vol. 84(1), pages 128-154, April.
    6. D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau, 2016. "Asymptotic Properties of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers 18/16, Monash University, Department of Econometrics and Business Statistics.
    7. Drovandi, Christopher C. & Pettitt, Anthony N., 2011. "Likelihood-free Bayesian estimation of multivariate quantile distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2541-2556, September.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:60:y:2011:i:3:p:317-337. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.