Simulation-based Inference in Econometrics
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Published By Cambridge University Press

9780521591126, 9780521088022, 9780511751981

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Simulation-based inference in econometrics: motivation and methods

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.003 ◽

2000 ◽

pp. 9-38 ◽

Cited By ~ 11

Author(s):

Steven Stern

Keyword(s):

Simulation Based

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Some practical issues in maximum simulated likelihood

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.006 ◽

2000 ◽

pp. 71-99 ◽

Cited By ~ 17

Author(s):

Vassilis A. Hajivassiliou

Keyword(s):

Maximum Simulated Likelihood ◽

Simulated Likelihood

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Introduction

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.010 ◽

2000 ◽

pp. 179-182

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Simulation-based Bayesian inference for economic time series

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.015 ◽

2000 ◽

pp. 255-300 ◽

Cited By ~ 4

Author(s):

John F. Geweke

Keyword(s):

Time Series ◽

Bayesian Inference ◽

Economic Time Series ◽

Simulation Based ◽

Economic Time

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A comparison of computational methods for hierarchical models in customer survey questionnaire data

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.017 ◽

2000 ◽

pp. 307-327

Author(s):

Eric T. Bradlow

Keyword(s):

Computational Methods ◽

Hierarchical Models ◽

Survey Questionnaire ◽

Questionnaire Data ◽

Customer Survey

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Simulation variance reduction for bootstrapping

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.021 ◽

2000 ◽

pp. 437-457 ◽

Cited By ~ 3

Author(s):

Bryan W. Brown

Keyword(s):

Variance Reduction

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Simulated moment methods for empirical equivalent martingale measures

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.011 ◽

2000 ◽

pp. 183-204 ◽

Cited By ~ 1

Author(s):

Bent Jesper Christensen ◽

Nicholas M. Kiefer

Keyword(s):

Martingale Measures ◽

Moment Methods ◽

Equivalent Martingale Measures ◽

Equivalent Martingale

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

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.019 ◽

2000 ◽

pp. 359-399 ◽

Cited By ~ 2

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

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Bayesian inference for dynamic discrete choice models without the need for dynamic programming

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.007 ◽

2000 ◽

pp. 100-131 ◽

Cited By ~ 15

Author(s):

John F. Geweke ◽

Michael P. Keane

Keyword(s):

Dynamic Programming ◽

Bayesian Inference ◽

Discrete Choice ◽

Choice Models ◽

Discrete Choice Models ◽

Dynamic Discrete Choice

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Testing calibrated general equilibrium models

Simulation-based Inference in Econometrics ◽

10.1017/cbo9780511751981.020 ◽

2000 ◽

pp. 400-436 ◽

Cited By ~ 6

Author(s):

Fabio Canova ◽

Eva Ortega

Keyword(s):

General Equilibrium ◽

Equilibrium Models ◽

General Equilibrium Models

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