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20 Simulation estimation for panel data models with limited dependent variables
16 references·2 citing·31 second hop
20 Simulation estimation for panel data models with limited dependent variables (1993)20 Simulation estimation for panel data m…The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence (1994)The Solution and Estimation o…An exact likelihood analysis of the multinomial probit model (1994)An exact likelihood analysis …A Computationally Practical Simulation Estimator for Panel Data (1994)A Computationally Practical S…Simulation-based inference (1993)Simulation-based inferenceConditional Choice Probabilities and the Estimation of Dynamic Models (1993)Conditional Choice Probabilit…On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous (1992)On the Estimation of Panel-Da…Job Exit Behavior of Older Men (1991)Job Exit Behavior of Older MenSimulation and the Asymptotics of Optimization Estimators (1989)Simulation and the Asymptotic…A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (1989)A Method of Simulated Moments…Real Wages over the Business Cycle: Estimating the Impact of Heterogeneity with Micro Data (1988)Real Wages over the Business …Patents as Options: Some Estimates of the Value of Holding European Patent Stocks (1986)Patents as Options: Some Esti…Instrumental-Variable Estimation of an Error-Components Model (1986)Instrumental-Variable Estimat…Patents as Options: Some Estimates of the Value of Holding European Patent Stocks (1984)Patents as Options: Some Esti…Panel Data (1982)Panel DataA Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model (1982)A Computationally Efficient Q…Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas (1966)Pooling Cross Section and Tim…Assessing the Effect of Current Account and Currency Crises on Economic Growth (2008)Assessing the Effect of Curre…Exploratory Tobit Factor Analysis for Multivariate Censored Data (2001)Exploratory Tobit Factor Anal…Econometric Models of Probabilistic Choice (1981)Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher (1987)Econometric Tools for Analyzing Market Outcomes (2007)Estimating Dynamic Models of Imperfect Competition (2007)The Costs of Environmental Regulation in a Concentrated Industry (2012)An Evolutionary Theory of Economic Change. (1983)A Model of Growth Through Creative Destruction (1990)Market Share, Market Value and Innovation in a Panel of British Manufacturing Firms (1999)International Technology Diffusion (2004)An Estimable Dynamic Stochastic Model of Fertility and Child Mortality (1984)The Effect of Parental Transfers and Borrowing Constraints on Educational Attainment (2001)Dynamic discrete choice structural models: A survey (2009)The Effect of Expected Income on Individual Migration Decisions (2011)A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences (1978)Discrete/Continuous Models of Consumer Demand (1984)When Politics and Models Collide: Estimating Models of Multiparty Elections (1998)A Choice Model with Conjunctive, Disjunctive, and Compensatory Screening Rules (2004)The effect of schooling and ability on achievement test scores (2004)Chapter 22 Panel data (1984)Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Panel data models with spatially correlated error components (2006)Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model (2004)Inequality, the Urban-Rural Gap, and Migration* (2013)Automobile Prices in Market Equilibrium (1995)Discrete Choice Methods with Simulation (2001)The Impact of Uncertainty Shocks (2009)5 Stochastic volatility (1996)Discrete Choice Methods and their Applications to Short Term Travel Decisions (1999)Transition to Clean Technology (2016)Panel Data Models: Some Recent Developments (2001)Estimating Discrete-Choice Models of Product Differentiation (1994)
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
  • 1993Conditional Choice Probabilities and the Estimation of Dynamic Models1,009 cited
  • 1966Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas1,005 cited
  • 1986Patents as Options: Some Estimates of the Value of Holding European Patent Stocks819 cited
  • 1984Patents as Options: Some Estimates of the Value of Holding European Patent Stocks722 cited
  • 1982A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model664 cited
  • 1994A Computationally Practical Simulation Estimator for Panel Data609 cited
  • 1994An exact likelihood analysis of the multinomial probit model545 cited
  • 1994The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence480 cited
  • 1982Panel Data386 cited
  • 1992On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous337 cited
  • 1986Instrumental-Variable Estimation of an Error-Components Model327 cited
  • 1991Job Exit Behavior of Older Men295 cited

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  • 1993Simulation-based inference205 cited
  • 1988Real Wages over the Business Cycle: Estimating the Impact of Heterogeneity with Micro Data180 cited
  • Cited by

    • 2001Exploratory Tobit Factor Analysis for Multivariate Censored Data36 cited
    • 2008Assessing the Effect of Current Account and Currency Crises on Economic Growth27 cited