Simulation-based estimation of dynamic models with continuous equilibrium solutions
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Publication:1877831
DOI10.1016/j.jmateco.2003.12.003zbMath1088.91050OpenAlexW2089309623MaRDI QIDQ1877831
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
randomconsistencysimulation-based estimationmonotone processMarkov equilibriumrandom contractioninvariant probabilitycontinuous dynamical system
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