Estimation By Simulation

Date
1987-08-01
Authors
Lee, Bong-Soo
Ingram, Beth
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Altmetrics
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Research Projects
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Economics
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Abstract

A formal econometric treatment of the estimation of the parameters of a fully specified stochastic equilibrium model is proposed. The proposed method, estimation by simulation, is shown to have an asymptotic normal distribution under fairly general conditions; a goodness of fit test based on a chi-sguare statistic is also derived.

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