Simulation-based Inference in Econometrics
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Published By Cambridge University Press

9780521591126, 9780521088022, 9780511751981
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Some practical issues in maximum simulated likelihood

2000 ◽  
pp. 71-99 ◽  
Author(s):  
Vassilis A. Hajivassiliou
Keyword(s):  
Maximum Simulated Likelihood ◽  
Simulated Likelihood

Introduction

2000 ◽  
pp. 179-182

Simulation variance reduction for bootstrapping

2000 ◽  
pp. 437-457 ◽  
Author(s):  
Bryan W. Brown
Keyword(s):  
Variance Reduction

Simulated moment methods for empirical equivalent martingale measures

2000 ◽  
pp. 183-204 ◽  
Author(s):  
Bent Jesper Christensen ◽  
Nicholas M. Kiefer
Keyword(s):  
Martingale Measures ◽  
Moment Methods ◽  
Equivalent Martingale Measures ◽  
Equivalent Martingale

Simulation-based estimation of a non-linear, latent factor aggregate production function

2000 ◽  
pp. 359-399 ◽  
Author(s):  
Lee Ohanian ◽  
Giovanni L. Violante ◽  
Per Krusell ◽  
Jose-Victor Rios-Rull
Keyword(s):  
Production Function ◽  
Latent Factor ◽  
Aggregate Production ◽  
Simulation Based ◽  
Non Linear ◽  
Aggregate Production Function

scholarly journals Testing calibrated general equilibrium models

2000 ◽  
pp. 400-436 ◽  
Author(s):  
Fabio Canova ◽  
Eva Ortega
Keyword(s):  
General Equilibrium ◽  
Equilibrium Models ◽  
General Equilibrium Models
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