Simulation-based inference. A survey with special reference to panel data models

DOI10.1016/0304-4076(93)90037-6zbMath0778.62104OpenAlexW1590229372MaRDI QIDQ689428

Alain Monfort, Christian Gouriéroux

Publication date: 2 December 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90037-6

zbMATH Keywords

asymptotic biaspanel data modelssimulationsrecent developments of inference methodsrelative divergence ratessimulated generalized method of momentssimulated maximum likelihood methodsimulated pseudo maximum likelihood methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)

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Cites Work

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