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Estimation By Simulation

Author

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  • Lee, Bong-Soo
  • Ingram, Beth F.

Abstract

A formal econometric treatment of the estimation of the parameters of a fully specified stochastic equilibrium model is proposed. The proposed method, estimation by simulation, is shown to have an asymptotic normal distribution under fairly general conditions; a goodness of fit test based on a chi-sguare statistic is also derived.

Suggested Citation

  • Lee, Bong-Soo & Ingram, Beth F., 1987. "Estimation By Simulation," ISU General Staff Papers 198708010700001176, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genstf:198708010700001176
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