A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data

DOI10.1002/ASM.3150100305zbMath0821.62098OpenAlexW2146989340MaRDI QIDQ4842342

Michael J. Hartley

Publication date: 3 October 1995

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150100305

zbMATH Keywords

maximum likelihood estimationcalibrationmissing dataminimum distance estimatorsquadratic lossstructural parametersdeterministic, dynamic nonlinear simultaneous equations modelfirst-order approximation modelinteractive three-stage systems approach

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Handbook of econometrics. Volume I
• Calibration of macroeconomic models with incomplete data—A systems approach
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