Consistency and asymptotic normality for equilibrium models with partially observed outcome variables

Nathan H. Miller; Matthew Osborne

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Consistency and asymptotic normality for equilibrium models with partially observed outcome variables

机译：具有部分观测到的结果变量的平衡模型的一致性和渐近正态性

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摘要

We derive conditions under which structural econometric models that rely on numerical computation of equilibria produce consistent and asymptotically normal parameter estimates. The conditions are weaker than those required for the application of the implicit function theory.

机译：我们得出了条件，在这些条件下，依赖于平衡的数值计算的结构计量经济学模型会产生一致且渐近的法线参数估计。这些条件比应用隐函数理论所需的条件要弱。

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来源
《Economics letters》 |2014年第1期|70-74|共5页
作者
Nathan H. Miller; Matthew Osborne;
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作者单位

Georgetown University, McDonough School of Business, 37th and O Streets NW, Washington DC 20057, United States;

University of Toronto, Institute for Management and Innovation and Rotman School of Management, 105 St. George St., Toronto, ON, Canada M5S 3E6;

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原文格式 PDF
正文语种 eng
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关键词
Equilibrium models; Consistency; Asymptotic normality;

机译：平衡模型;一致性;渐近正态性;

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Consistency and asymptotic normality for equilibrium models with partially observed outcome variables

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