Pages that link to "Item:Q4729230"

The following pages link to A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (Q4729230):

Displaying 50 items.

• Likelihood-free inference via classification (Q1702017) (← links)
• A note on identification in discrete choice models with partial observability (Q1706793) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• Generalized indirect inference for discrete choice models (Q1754519) (← links)
• Investigating the competitive assumptions of multinomial logit models for brand choice by nonparametric modelling (Q1775990) (← links)
• Physicians prescribing originals causes welfare losses (Q1787722) (← links)
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
• Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)
• A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco (Q1808555) (← links)
• A Thurstonian analysis of preference change (Q1867356) (← links)
• Random utility models and their applications: Recent developments (Q1867815) (← links)
• Generalized random utility model (Q1867817) (← links)
• A unified jackknife theory for empirical best prediction with \(M\)-estimation (Q1873618) (← links)
• Simulation-based estimation of dynamic models with continuous equilibrium solutions (Q1877831) (← links)
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results (Q1915466) (← links)
• A multivariate discrete choice method based on inequality restrictions (Q1925667) (← links)
• Generalized sample selection bias correction under RUM (Q1927593) (← links)
• Optimization model and algorithm for mixed traffic of urban road network with flow interference (Q1940797) (← links)
• Efficient algorithms for generating truncated multivariate normal distributions (Q1942149) (← links)
• Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator (Q1976504) (← links)
• Solving dynamic discrete choice models using smoothing and sieve methods (Q2043237) (← links)
• Effects of taxes and safety net pensions on life-cycle labor supply, savings and human capital: the case of Australia (Q2043242) (← links)
• A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
• Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (Q2064632) (← links)
• Public health interventions in the face of pandemics: network structure, social distancing, and heterogeneity (Q2076882) (← links)
• Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models (Q2083556) (← links)
• Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates (Q2135930) (← links)
• Dependence modeling in stochastic frontier analysis (Q2148728) (← links)
• A comparison of economic agent-based model calibration methods (Q2181534) (← links)
• A comprehensive stochastic model of irradiated cell populations in culture (Q2195083) (← links)
• Fitting the Bartlett-Lewis rainfall model using approximate Bayesian computation (Q2221613) (← links)
• Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
• An econometric model of network formation with an application to board interlocks between firms (Q2236871) (← links)
• A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values (Q2256744) (← links)
• Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution (Q2259075) (← links)
• Book review of: Tom Wansbeek and Erik Meijer, Measurement error and latent variables in econometrics (Q2259902) (← links)
• Robust parameter estimation of chaotic systems (Q2282743) (← links)
• Indirect inference with a non-smooth criterion function (Q2330740) (← links)
• Intermittent process analysis with scattering moments (Q2338929) (← links)
• Asymptotic theory for differentiated products demand models with many markets (Q2343768) (← links)
• Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
• Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
• Estimation of nonlinear models with Berkson measurement errors (Q2388336) (← links)
• Stochastic volatility duration models (Q2439049) (← links)
• Alternative sampling methods for estimating multivariate normal probabilities (Q2439057) (← links)
• Easy and flexible mixture distributions (Q2442398) (← links)
• A computational strategy for doubly smoothed MLE exemplified in the normal mixture model (Q2445644) (← links)
• Simulated classical tests in multinomial probit models (Q2457788) (← links)
• The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
• Factor analysis with (mixed) observed and latent variables in the exponential family (Q2511853) (← links)