A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

DOI10.2307/1913621zbMath0679.62101OpenAlexW2019302713WikidataQ64026052 ScholiaQ64026052MaRDI QIDQ4729230

Daniel McFadden

Publication date: 1989

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/63887

zbMATH Keywords

consistencyasymptotic normalitylaw of large numbersmethod of simulated momentsmethod of moments estimatordiscrete response modelhigh- dimensional multinomial probit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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