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26 p, 509.9 KB Neural nets for indirect inference / Creel, Michael (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
For simulable models, neural networks are used to approximate the limited information posterior mean, which conditions on a vector of statistics, rather than on the full sample. Because the model is simulable, training and testing samples may be generated with sizes large enough to train well a net that is large enough, in terms of number of hidden layers and neurons, to learn the limited information posterior mean with good accuracy. [...]
2017 - 10.1016/j.ecosta.2016.11.008
Econometrics and statistics, Vol. 2 (2017) , p. 36-49  

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