Simulation-based estimation of dynamic models with continuous equilibrium solutions

DOI10.1016/j.jmateco.2003.12.003zbMath1088.91050OpenAlexW2089309623MaRDI QIDQ1877831

Manuel S. Santos

Publication date: 19 August 2004

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2003.12.003

zbMATH Keywords

randomconsistencysimulation-based estimationmonotone processMarkov equilibriumrandom contractioninvariant probabilitycontinuous dynamical system

Mathematics Subject Classification ID

Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Consistency properties of a simulation-based estimator for dynamic processes

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