Simulated Moments Estimation of Markov Models of Asset Prices
收藏NBER1990-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0087
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资源简介：
This paper provides a simulated moments estimator (SME) of the parameters of dynamic models in which the state vector follows a time-homogeneous Markov process. Conditions are provided for both weak and strong consistency as well as asymptotic normality. Various tradeoff's among the regularity
提供机构：
美国国家经济研究局
创建时间：
1990-03-01
