Article ID Journal Published Year Pages File Type
5059272 Economics Letters 2014 5 Pages PDF
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
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Consistency and asymptotic normality for equilibrium models with partially observed outcome variables
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