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http://hdl.handle.net/10016/298
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| we034716.pdf | -- 2006-11-09 -- Available on Internet -- preprint | 509,65 kB | Adobe PDF | |  |
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| Title: | Simulation-based estimation of dynamic models with continuous equilibrium solutions |
| Author(s): | Santos, Manuel S. |
| Issued date: | Oct-2003 |
| URI: | http://hdl.handle.net/10016/298 |
| Abstract: | This paper presents several results on consistency properties of simulation-based estimators for a general class of dynamic models with continuous laws of motion. The consistency of these estimators follows from a uniform convergence property of the model's sample paths over the vector of parameters. This convergence property is established under either contractivity or monotonicity conditions on the dynamics of the system. |
| Serie / Nº.: | UC3M Working Paper. Economics
2003-16 |
| Appears in Collections: | Economists Online
DE - Working Papers. Economics. WE
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