Estimation By Simulation

Bong-Soo Lee and Beth F. Ingram

ISU General Staff Papers from Iowa State University, Department of Economics

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.

Date: 1987-08-01
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