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Simulation-based inference
7 references·16 citing·44 second hop
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this work references cited by second hop

References

  • 1989A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration1,641 cited
  • 1989Simulation and the Asymptotics of Optimization Estimators1,496 cited
  • 1982A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model664 cited
  • 1990Simulated Moments Estimation of Markov Models of Asset Prices617 cited
  • 1993Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models462 cited
  • 1995Econometrics of First-Price Auctions352 cited
  • 1981On the Use of Simulated Frequencies to Approximate Choice Probabilities276 cited

Cited by

  • 1999Two-step estimation of panel data models with censored endogenous variables and selection bias204 cited
  • 2004Mobility in the Urban Labor Market: A Panel Data Analysis for Mexico168 cited
  • 2008Evolution and Intelligent Design152 cited
  • 1999Desired and actual labour supply of unmarried men and women in the Netherlands140 cited
  • 2016Mixed logit with a flexible mixing distribution132 cited
  • 2005Long range dependence in financial markets131 cited
  • 1995Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models124 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1999Discrete and Continuous Representations of Unobserved Heterogeneity in Choice Modeling120 cited
  • 2014Identification and Estimation of Dynamic Binary Response Panel Data Models: Empirical Evidence Using Alternative Approaches108 cited
  • 2009Oil Futures Prices in a Production Economy with Investment Constraints106 cited
  • 199320 Simulation estimation for panel data models with limited dependent variables90 cited
  • 2001Female Labour Supply, Flexibility of Working Hours, and Job Mobility81 cited
  • 2003Panel Data Models79 cited
  • 1997Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results74 cited
  • 2003Advanced Econometric Marketing Models56 cited
  • 1997Household Labor Supply in Urban Areas of Bolivia55 cited