A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (Q4729230): Difference between revisions

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Latest revision as of 00:04, 20 March 2024

scientific article; zbMATH DE number 4113827
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English
A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
scientific article; zbMATH DE number 4113827

    Statements

    A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (English)
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    1989
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    method of moments estimator
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    discrete response model
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    method of simulated moments
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    consistency
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    asymptotic normality
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    law of large numbers
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    high- dimensional multinomial probit
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