STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS

DOI10.1017/S0266466699153039MaRDI QIDQ4512691zbMATH OpenOpenAlexWikidataFDO

Authors Lung-fei Lee

Publication date 23 May 2002

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466699153039

zbMATH Keywords

Monte Carlo resultssimulated likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20)

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(12)

• On the role of simulation in the statistical evaluation of econometric models
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• Fundamental tools for developing likelihood functions within ACT-R
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• Convergence Properties of the Likelihood of Computed Dynamic Models
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• Estimation of dynamic models with nonparametric simulated maximum likelihood
• Simulation estimation of time-series models

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