Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/1380
Título: Indirect inference under stochastic restrictions
Autores/as: Hernández Sánchez, José Antonio 
Mauleón Torres, Ignacio
Palabras clave: Análisis estocástico
Método Monte Carlo
Economía
Estadística
Indirect inference, et al.
Fecha de publicación: 2003
Resumen: This paper is focused on the stochastic restriction approach, the NLS and the indirect inference estimators. A methodology to combine sample and prior information is suggested when the indirect inference estimation method is in use. This goal is achieved through stochastic restrictions approach. The resulting estimator is proved to be more efficient than the indirect inference estimator under specific assumptions about the behaviour of the stochastic restriction. As an illustration of the proposed methodology, the capital stock of an economy is estimated through the estimation of its stochastic rate of the depreciation.
URI: http://hdl.handle.net/10553/1380
Colección:Libro
miniatura
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