Simulated minimum distance estimation of dynamic models with errors-in-variables
Nikolay Gospodinov, Ivana Komunjer, Serena Ng
| Year of publication: |
October 2017
|
|---|---|
| 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 | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011917176