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Title: Inferencia indirecta bajo restricciones estocásticas
Authors: Hernández Sánchez, José Antonio 
Director: Mauleón Torres, Ignacio
Keywords: Procesos estocásticos
Indirect inference
Prior information
Stochastic restrictions, et al
Issue Date: 2003
Publisher: Servicio de Publicaciones y Difusión Científica de la Universidad de Las Palmas de Gran Canaria
Abstract: 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.
Description: Documentos de Trabajo Conjuntos ULL-ULPGC ; 2003-3
ISBN: 84-96131-52-1
Source: Análisis de gestión de bienes y recursos ambientales : las fortalezas interactivas y las oportunidades en un binomio ciudad-playa
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