Simulated minimum distance estimation of dynamic models with errors-in-variables
Year of publication: |
October 2017
|
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Authors: | Gospodinov, Nikolaj ; Komunjer, Ivana ; Ng, Serena |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 200.2017, 2, p. 181-193
|
Subject: | Measurement error | Minimum distance | Simulation estimation | Dynamic models | Schätztheorie | Estimation theory | Simulation | Statistischer Fehler | Statistical error | Dynamische Wirtschaftstheorie | Economic dynamics |
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