Accuracy of Simulations for Stochastic Dynamic Models
研究随机动态模型近似解的模拟准确性，基于不变分布的连续性和广义大数定律，证明充分好的数值逼近产生的统计量接近模型不变分布的期望值，并在动态压缩条件下给出误差界。
This paper is concerned with accuracy properties of simulations of approximate solutions for stochastic dynamic models. Our analysis rests upon a continuity property of invariant distributions and a generalized law of large numbers. We then show that the statistics generated by any sufficiently good numerical approximation are arbitrarily close to the set of expected values of the model's invariant distributions. Also, under a contractivity condition on the dynamics, we establish error bounds. These results are of further interest for the comparative study of stationary solutions and the estimation of structural dynamic models. Copyright The Econometric Society 2005.