Simulation-based inference in econometrics. Methods and applications
The articles of this volume will be reviewed individually.NEWLINENEWLINEIndexed articles:NEWLINENEWLINE\textit{Stern, Steven}, Simulation-based inference in econometrics: Motivation and methods, 9-37 [Zbl 1029.62086]NEWLINENEWLINE\textit{Richard, Jean-François; Zhang, Wei}, Accelerated Monte Carlo integration: An application to dynamic latent variables models, 47-70 [Zbl 1030.65001]NEWLINENEWLINE\textit{Hajivassiliou, Vassilis A.}, Some practical issues in maximum simulated likelihood, 71-99 [Zbl 1029.62088]NEWLINENEWLINE\textit{Geweke, John F.; Keane, Michael P.}, Bayesian inference for dynamic discrete choice models without the need for dynamic programming, 100-131 [Zbl 1029.62023]NEWLINENEWLINE\textit{Weeks, Melvyn}, Testing binomial and multinomial choice models using Cox's non-nested test, 132-157 [Zbl 1029.62087]NEWLINENEWLINE\textit{McCulloch, Robert E.; Rossi, Peter E.}, Bayesian analysis of the multinomial probit model, 158-175 [Zbl 1029.62024]NEWLINENEWLINE\textit{Christensen, Bent Jesper; Kiefer, Nicholas M.}, Simulated moment methods for empirical equivalent martingale measures, 183-204 [Zbl 1029.62082]NEWLINENEWLINE\textit{Diebold, Francis X.; Schuermann, Til}, Exact maximum likelihood estimation of observation-driven econometric models., 205-217 [Zbl 1184.62205]NEWLINENEWLINE\textit{Mariano, Roberto S.; Tanizaki, Hisashi}, Simulation-based inference in nonlinear state-space models: Application to testing the permanent income hypothesis., 218-234 [Zbl 1184.62210]NEWLINENEWLINE\textit{Martin, Vance L.; Pagan, Adrian R.}, Simulation-based estimation of some factor models in econometrics., 235-254 [Zbl 1184.62211]NEWLINENEWLINE\textit{Geweke, John F.}, Simulation-based Bayesian inference for economic time series, 255-299 [Zbl 1022.62088]NEWLINENEWLINE\textit{Bradlow, Eric T.}, A comparison of computational methods for hierarchical models in customer survey questionnaire data., 307-327 [Zbl 1184.62204]NEWLINENEWLINE\textit{Gourieroux, Christian; Renault, Eric; Touzi, Nizar}, Calibration by simulation for small sample bias correction., 328-358 [Zbl 1184.62048]NEWLINENEWLINE\textit{Ohanian, Lee; Violante, Giovanni L.; Krusell, Per; Rios-Rull, Jose-Victor}, Simulation-based estimation of a nonlinear, latent factor aggregate production function., 359-399 [Zbl 1184.62213]NEWLINENEWLINE\textit{Canova, Fabio; Ortega, Eva}, Testing calibrated general equilibrium models, 400-436 [Zbl 1022.62124]NEWLINENEWLINE\textit{Brown, Bryan W.}, Simulation variance reduction for bootstrapping, 437-457 [Zbl 1022.62034]
- Statistical inference in micro-simulation models: Incorporating external information
- Estimation of ergodic agent-based models by simulated minimum distance
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
- Bayesian econometrics and forecasting. (With comments)
- Estimating simultaneous equations models by a simulation technique
- The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation
- Reproducible econometric simulations
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
- scientific article; zbMATH DE number 1943891 (Why is no real title available?)
- scientific article; zbMATH DE number 1407508 (Why is no real title available?)
- Robust estimation of stationary continuous-time ARMA models via indirect inference
- Simulation‐based estimators of analytically intractable causal effects
This page was built for publication: Simulation-based inference in econometrics. Methods and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5890180)
