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Estimating the parameters of system dynamics models using indirect inference

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  • Niyousha Hosseinichimeh
  • Hazhir Rahmandad
  • Mohammad S. Jalali
  • Andrea K. Wittenborn

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  • Niyousha Hosseinichimeh & Hazhir Rahmandad & Mohammad S. Jalali & Andrea K. Wittenborn, 2016. "Estimating the parameters of system dynamics models using indirect inference," System Dynamics Review, System Dynamics Society, vol. 32(2), pages 154-178, April.
    • Handle: RePEc:bla:sysdyn:v:32:y:2016:i:2:p:154-178
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    File URL: http://hdl.handle.net/10.1002/sdr.1558
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    References listed on IDEAS

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    1. Monfort, Alain, 1996. "A Reappraisal of Misspecified Econometric Models," Econometric Theory, Cambridge University Press, vol. 12(4), pages 597-619, October.
    2. Gourieroux, C & Monfort, A & Renault, E, 1993. "Indirect Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 85-118, Suppl. De.
    3. McFadden, Daniel, 1989. "A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration," Econometrica, Econometric Society, vol. 57(5), pages 995-1026, September.
    4. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
    5. Duffie, Darrell & Singleton, Kenneth J, 1993. "Simulated Moments Estimation of Markov Models of Asset Prices," Econometrica, Econometric Society, vol. 61(4), pages 929-952, July.
    6. 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 63-84, Suppl. De.
    7. Simon N. Wood, 2010. "Statistical inference for noisy nonlinear ecological dynamic systems," Nature, Nature, vol. 466(7310), pages 1102-1104, August.
    8. Chiara Monfardini, 1998. "Estimating stochastic volatility models through indirect inference," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 113-128.
    9. Mealli, Fabrizia & Rampichini, Carla, 1999. "Estimating binary multilevel models through indirect inference," Computational Statistics & Data Analysis, Elsevier, vol. 29(3), pages 313-324, January.
    10. Fatih Guvenen & Anthony A. Smith, 2014. "Inferring Labor Income Risk and Partial Insurance From Economic Choices," Econometrica, Econometric Society, vol. 82, pages 2085-2129, November.
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    Cited by:

    1. Ghaffarzadegan, Navid & Xue, Yi & Larson, Richard C., 2017. "Work-education mismatch: An endogenous theory of professionalization," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1085-1097.
    2. Miguel Poblete-Cazenave, 2021. "Simulating the Long-Term Impacts of the COVID-19 Pandemic on the Sustainability of the Population-Economy-Environment Nexus," Economics of Disasters and Climate Change, Springer, vol. 5(3), pages 415-430, October.
    3. Negar Darabi & Niyousha Hosseinichimeh, 2020. "System dynamics modeling in health and medicine: a systematic literature review," System Dynamics Review, System Dynamics Society, vol. 36(1), pages 29-73, January.
    4. Lane, David C. & Rouwette, Etiënne A.J.A., 2023. "Towards a behavioural system dynamics: Exploring its scope and delineating its promise," European Journal of Operational Research, Elsevier, vol. 306(2), pages 777-794.
    5. repec:plo:pone00:0204389 is not listed on IDEAS
    6. James Paine, 2023. "Dynamic supply chains with endogenous dispositions," System Dynamics Review, System Dynamics Society, vol. 39(1), pages 32-63, January.
    7. Irene Pluchinotta & Ke Zhou & Nici Zimmermann, 2024. "Dealing with soft variables and data scarcity: lessons learnt from quantification in a participatory system dynamics modelling process," System Dynamics Review, System Dynamics Society, vol. 40(4), October.
    8. Saba Pourreza & Misagh Faezipour & Miad Faezipour, 2022. "Eye-SCOR: A Supply Chain Operations Reference-Based Framework for Smart Eye Status Monitoring Using System Dynamics Modeling," Sustainability, MDPI, vol. 14(14), pages 1-17, July.
    9. Navid Ghaffarzadegan & Richard C. Larson, 2018. "SD meets OR: a new synergy to address policy problems," System Dynamics Review, System Dynamics Society, vol. 34(1-2), pages 327-353, January.
    10. Maria Antoniadou, 2024. "The ECODENT Model for Enhancing Pro-environmental Behaviors in Dentists," Circular Economy and Sustainability, Springer, vol. 4(2), pages 1387-1403, June.
    11. John Sterman, 2018. "System dynamics at sixty: the path forward," System Dynamics Review, System Dynamics Society, vol. 34(1-2), pages 5-47, January.

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