The article explores how well three indirect inference estimators work in estimating values. They found conditions that make certain approximations accurate, which helps in making better estimations. By using these approximations, they calculated the bias and error of the estimators. One of the estimators was shown to be more accurate than the others in certain situations. They also developed a method to create estimators that are consistently accurate at any level. Overall, the research improves our understanding of how to make better estimations in complex situations.