Estimation by simulation of monotone dynamical systems
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Cites work
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotics of a class of Markov processes which are not in general irreducible
- Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
- Convergence of stochastic processes
- Equilibrium in a Production Economy with an Income Tax
- Existence and uniqueness of equilibrium in distorted dynamic economies with capital and labor
- Generalizations of the Glivenko-Cantelli Theorem
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Invariant Distributions and the Limiting Behavior of Markovian Economic Models
- Nonparametric Pricing of Interest Rate Derivative Securities
- On non-existence of Markov equilibria in competitive-market economies
- On the existence of nonoptimal equilibria in dynamic stochastic economies
- One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
- Simulated Moments Estimation of Markov Models of Asset Prices
- Simulation estimation of time-series models
- Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
- Stochastic growth with correlated production shocks
- Uniformity in weak convergence
Cited in
(10)- Monotone Emulation of Computer Experiments
- Estimation of ergodic agent-based models by simulated minimum distance
- Seeking ergodicity in dynamic economies
- Simulation-based estimation of dynamic models with continuous equilibrium solutions
- Accuracy of Simulations for Stochastic Dynamic Models
- Estimation of dynamic latent variable models using simulated non-parametric moments
- Comments on ``Convergence properties of the likelihood of computed dynamic models
- Consistency properties of a simulation-based estimator for dynamic processes
- scientific article; zbMATH DE number 4131512 (Why is no real title available?)
- Simulation estimation of time-series models
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