Measuring the Sensitivity of Parameter Estimates to Estimation Moments
收藏NBER2014-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20673
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资源简介：
We propose a local measure of the relationship between parameter estimates and the moments of the data they depend on. Our measure can be computed at negligible cost even for complex structural models. We argue that reporting this measure can increase the transparency of structural estimates, making
提供机构：
美国国家经济研究局
创建时间：
2014-11-01
