Convergence Properties of the Likelihood of Computed Dynamic Models.

This paper studies the econometrics of computed dynamic models. Since these models generally lack a closed-form solution, their policy functions are approximated by numerical methods. Hence, the researcher can only evaluate an approximated likelihood associated with the approximated policy function...

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Publicado en:Econometrica Vol. 74; no. 1; pp. 93 - 120
Autores principales: Fernández-Villaverde, Jesús, Rubio-Ramírez, Juan F., Santos, Manuel S.
Formato: Artículo
Publicado: Wiley-Blackwell January 2006
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        511286154
        10.1111/j.1468-0262.2006.00650.x
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        atl: Convergence Properties of the Likelihood of Computed Dynamic Models.
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        au:
          Fernández-Villaverde, Jesús
          Rubio-Ramírez, Juan F.
          Santos, Manuel S.
      su:
        Probability theory
        Economic convergence
      sug:
        subj:
          Probability theory
          Economic convergence
      ab: This paper studies the econometrics of computed dynamic models. Since these models generally lack a closed-form solution, their policy functions are approximated by numerical methods. Hence, the researcher can only evaluate an approximated likelihood associated with the approximated policy function rather than the exact likelihood implied by the exact policy function. What are the consequences for inference of the use of approximated likelihoods? First, we find conditions under which, as the approximated policy function converges to the exact policy, the approximated likelihood also converges to the exact likelihood. Second, we show that second order approximation errors in the policy function, which almost always are ignored by researchers, have first order effects on the likelihood function. Third, we discuss convergence of Bayesian and classical estimates. Finally, we propose to use a likelihood ratio test as a diagnostic device for problems derived from the use of approximated likelihoods. Reprinted by permission of the publisher.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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