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Consistency and asymptotic normality for equilibrium models with partially observed outcome variables |
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| Authors: | Nathan H. Miller Matthew Osborne |
| Affiliation: | 1. Georgetown University, McDonough School of Business, 37th and O Streets NW, Washington DC 20057, United States;2. University of Toronto, Institute for Management and Innovation and Rotman School of Management, 105 St. George St., Toronto, ON, Canada M5S 3E6 |
| Abstract: | We derive conditions under which structural econometric models that rely on numerical computation of equilibria produce consistent and asymptotically normal parameter estimates. The conditions are weaker than those required for the application of the implicit function theory. |
| Keywords: | C51 L10 |
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