Estimation of dynamic latent variable models using simulated non‐parametric moments
提出一种基于模拟非参数矩的估计方法，用于动态潜变量模型的参数估计，适用于经济学等领域的实证研究。
Journal Article Estimation of dynamic latent variable models using simulated non‐parametric moments Get access Michael Creel, Michael Creel Department of Economics and Economic History, Universitat Autònoma de Barcelona, Edifici B‐Campus de Bellaterra, 08193 Bellaterra (Barcelona), Catalonia‐Spain. E‐mail: michael.creel@uab.esBarcelona Graduate School of Economics, Ramon Trias Fargas, 25‐27, 08005 Barcelona, Catalonia‐Spain. Search for other works by this author on: Oxford Academic Google Scholar Dennis Kristensen Dennis Kristensen Department of Economics, University College London, Gower Street, London WC1E 6BT, UK. E‐mail: d.kristensen@ucl.ac.ukCEMMAP, Institute for Fiscal Studies, 7 Ridgmount Street, London WC1E 7AE, UKCREATES, Department of Economics and Business, Aarhus University, Fuglesangs Alle 4, 8210 Aarhus V, Denmark. Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 15, Issue 3, 1 October 2012, Pages 490–515, https://doi.org/10.1111/j.1368-423X.2012.00387.x Published: 28 November 2012 Article history Received: 01 February 2011 Accepted: 01 August 2012 Published: 28 November 2012