Estimation By Simulation

dc.contributor.author Lee, Bong-Soo
dc.contributor.author Ingram, Beth
dc.contributor.department Economics
dc.date 2018-02-16T10:55:15.000
dc.date.accessioned 2020-06-30T02:11:20Z
dc.date.available 2020-06-30T02:11:20Z
dc.date.embargo 2015-06-02
dc.date.issued 1987-08-01
dc.description.abstract <p>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.</p>
dc.identifier archive/lib.dr.iastate.edu/econ_las_staffpapers/5/
dc.identifier.articleid 1176
dc.identifier.contextkey 7167456
dc.identifier.s3bucket isulib-bepress-aws-west
dc.identifier.submissionpath econ_las_staffpapers/5
dc.identifier.uri https://dr.lib.iastate.edu/handle/20.500.12876/22256
dc.source.bitstream archive/lib.dr.iastate.edu/econ_las_staffpapers/5/EconStaffPaper_179.pdf|||Sat Jan 15 00:33:44 UTC 2022
dc.subject.disciplines Business Administration, Management, and Operations
dc.subject.disciplines Econometrics
dc.subject.disciplines Economic Theory
dc.subject.disciplines Statistical Models
dc.title Estimation By Simulation
dc.type article
dc.type.genre report
dspace.entity.type Publication
relation.isOrgUnitOfPublication 4c5aa914-a84a-4951-ab5f-3f60f4b65b3d
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