Measuring the Sensitivity of Parameter Estimates to Estimation Moments
We propose a local measure of the relationship between parameter estimates and the moments of the data they depend on. Our measure can be computed at negligible cost even for complex structural models. We argue that reporting this measure can increase the transparency of structural estimates, making...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press,
2018-03-14T17:43:43Z.
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| Subjects: | |
| Online Access: | Get fulltext |