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

Nathan H. Miller and Matthew Osborne

Economics Letters, 2014, vol. 123, issue 1, 70-74

Abstract: 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.

Keywords: Equilibrium models; Consistency; Asymptotic normality (search for similar items in EconPapers)
JEL-codes: C51 L10 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:123:y:2014:i:1:p:70-74

DOI: 10.1016/j.econlet.2014.01.013

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