Comments on 'Convergence Properties Likelihood of Computed Dynamic Models'

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dc.contributor.author Ackerberg, D
dc.contributor.author Geweke, J
dc.contributor.author Hahn, J
dc.date.accessioned 2010-07-13T08:49:07Z
dc.date.issued 2009-01
dc.identifier.citation Econometrica, 2009, 77 (6), pp. 2009 - 2017
dc.identifier.issn 0012-9682
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/12585
dc.description.abstract We show by counterexample that Proposition 2 in Fernández-Villaverde, Rubio- Ramírez, and Santos (Econometrica (2006), 74, 93119) is false. We also show that even if their Proposition 2 were corrected, it would be irrelevant for parameter estimates. As a more constructive contribution, we consider the effects of approximation error on parameter estimation, and conclude that second order approximation errors in the policy function have at most second order effects on parameter estimates.
dc.publisher Wiley Interscience
dc.relation.isbasedon 10.3982/ECTA7669
dc.title Comments on 'Convergence Properties Likelihood of Computed Dynamic Models'
dc.type Journal Article
dc.parent Econometrica
dc.journal.volume 6
dc.journal.volume 77
dc.journal.number 6 en_US
dc.publocation USA en_US
dc.publocation New York, USA
dc.identifier.startpage 2009 en_US
dc.identifier.endpage 2017 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 1403 Econometrics
dc.personcode 101228
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.edition 1
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords Approximation error. en_US
dc.description.keywords NA
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Economics
utslib.copyright.status Open Access
utslib.copyright.date 2015-04-15 12:23:47.074767+10
utslib.collection.history General (ID: 2)


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