Pages that link to "Item:Q4729230"
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The following pages link to A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (Q4729230):
Displaying 50 items.
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Empirical labor search: a survey (Q278273) (← links)
- Efficient high-dimensional importance sampling (Q289225) (← links)
- Likelihood approximation by numerical integration on sparse grids (Q292138) (← links)
- Turning from crime: a dynamic perspective (Q295563) (← links)
- Structural estimation of pairwise stable networks with nonnegative externality (Q337778) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies (Q494378) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- A dynamic oligopoly game of the US airline industry: estimation and policy experiments (Q527927) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Estimating the return to training and occupational experience: the case of female immigrants (Q530918) (← links)
- The Monte Carlo EM method for estimating multinomial probit latent variable models (Q626207) (← links)
- Monte Carlo evaluation of multivariate Student's t probabilities (Q671686) (← links)
- Simulated conditional moment tests (Q672615) (← links)
- Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
- Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models (Q736528) (← links)
- Heterogeneous and correlated risk preferences in commercial fishermen: The perfect storm dilemma (Q813066) (← links)
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
- Estimation in the probit normal model for binary outcomes using the SAEM algorithm (Q961280) (← links)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
- Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses (Q1023685) (← links)
- Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models (Q1023707) (← links)
- Methods to estimate dynamic stochastic general equilibrium models (Q1027381) (← links)
- Approximations of choice probabilities in mixed logit models (Q1042505) (← links)
- Extensions of estimation methods using the EM algorithm (Q1176713) (← links)
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models (Q1260677) (← links)
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
- Forecasting new product penetration with flexible substitution patterns (Q1305778) (← links)
- A model of health plan choice: inferring preferences and perceptions from a combination of revealed preference and attitudinal data. (Q1305780) (← links)
- Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters (Q1305784) (← links)
- A diagnostic test without numerical integration (Q1316982) (← links)
- A diagnostic test for the sources of persistence in individuals' decisions (Q1327984) (← links)
- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties (Q1329129) (← links)
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
- Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
- Job search theory, labour supply and unemployement duration (Q1362484) (← links)
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results (Q1362495) (← links)
- A smooth likelihood simulator for dynamic disequilibrium models (Q1362499) (← links)
- Statistical inference in the multinomial multiperiod probit model (Q1367142) (← links)
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations (Q1377315) (← links)
- Nonlinear and nonnormal filters using Monte Carlo methods (Q1390884) (← links)
- Using all bids in parametric estimation of first-price auctions (Q1390975) (← links)
- Empirical method of moments and its applications (Q1395873) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- A Bayesian analysis of the multinomial probit model with fully identified parameters (Q1588308) (← links)
- A Monte Carlo EM method for estimating multinomial probit models. (Q1589453) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- Technological heterogeneity and corporate investment (Q1656781) (← links)
- On selection of statistics for approximate Bayesian computing (or the method of simulated moments) (Q1659104) (← links)
