Comments on 'Convergence Properties Likelihood of Computed Dynamic Models'

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dc.contributor.author Ackerberg, Dan en_US
dc.contributor.author Geweke, John en_US
dc.contributor.author Hahn, Jinyong en_US
dc.contributor.editor en_US
dc.date.accessioned 2010-07-13T08:49:07Z
dc.date.available 2010-07-13T08:49:07Z
dc.date.issued 2009 en_US
dc.identifier 2009005816 en_US
dc.identifier.citation Ackerberg Dan, Geweke John, and Hahn Jinyong 2009, 'Comments on 'Convergence Properties Likelihood of Computed Dynamic Models'', Wiley Interscience, vol. 77, no. 6, pp. 2009-2017. en_US
dc.identifier.issn 0012-9682 en_US
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 Fernandez-Villaverde, Rubio- Ramirez, and Santos (Econometrica (2006), 74, 93?119) 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. en_US
dc.language en_US
dc.publisher Wiley Interscience en_US
dc.relation.isbasedon http://dx.doi.org/10.3982/ECTA7669 en_US
dc.title Comments on 'Convergence Properties Likelihood of Computed Dynamic Models' en_US
dc.parent Econometrica en_US
dc.journal.volume 77 en_US
dc.journal.number 6 en_US
dc.publocation USA en_US
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 140300 en_US
dc.personcode 0000054367 en_US
dc.personcode 101228 en_US
dc.personcode 0000054368 en_US
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords Approximation error. en_US


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