Simulation-based estimation

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256 citations0/0 files storedRePEc: Research Papers in Economics

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Simulation Techniques and Applications Statistical Methods and Bayesian Inference Markov Chains and Monte Carlo Methods

Abstract

In this paper, I present a number of leading examples in the empirical literature that use simulation-based estimation methods. For each example, I describe the model, why simulation is needed, and how to simulate the relevant object. There is a section on simulation methods and another on simulations-based estimation methods. The paper concludes by considering the significance of each of the examples discussed a commenting on potential future areas of interest.

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