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Simulation-based estimation of dynamic models with continuous equilibrium solutions

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URI: https://hdl.handle.net/10016/298
ISSN: 2340-5031
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we034716.pdf (509.65 KB)
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2003-10
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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.
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DE - Working Papers. Economics. WE
Economists Online