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

Journal of Econometrics

Volumn 59, Issue 1-2, 1993, Pages 5-33

  Gourieroux, Christian ^a,b   Monfort, Alain ^c  

^a CEPREMAP   (France)

^b CREST   (France)

^c Institut National de la Statistique et des etudes economiques   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38249003548     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(93)90037-6     Document Type: Article

References (30)

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3. A computationally efficient quadrature procedure for one-factor multinomial probit model
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5. Additive log-differenced probability models for count data
6. Simulation based econometrics in models with heterogeneity
7. Pseudo maximum likelihood methods Theory
8. Simulated residuals
9. Large sample properties of generalized method of moments estimators
10. Estimation by simulation
11. Estimation of multi-market fix-price models An application of pseudo maximum likelihood methods
12. Estimating the canonical disequilibrium model: Asymptotic theory and finite sample properties
13. On the use of simulated frequencies to approximate choice probabilities
14. Stochastic prediction in dynamic nonlinear econometric systems
15. A method of simulated moments for estimation of discrete response models without numerical integration
16. Simulation and the asymptotics of optimization estimators
17. Some advances in Bayesian estimation methods using Monte Carlo integration
18. Estimation of continuous models on the basis of set-valued observations
19. Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods