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Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results
16 references·0 citing·32 second hop
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this work references cited by second hop

References

  • 2003Analysis of Panel Data7,858 cited
  • 1987Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher1,725 cited
  • 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
  • 1982Multivariate regression models for panel data1,293 cited
  • 1986Patents as Options: Some Estimates of the Value of Holding European Patent Stocks819 cited
  • 1981Heterogeneity and State Dependence748 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
  • 1993Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models462 cited
  • 1984An Estimable Dynamic Stochastic Model of Fertility and Child Mortality345 cited
  • 1994Alternative Computational Approaches to Inference in the Multinomial Probit Model338 cited
  • 1981On the Use of Simulated Frequencies to Approximate Choice Probabilities276 cited

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1993
Simulation-based inference
205 cited
  • 1978Simple Statistical Models for Discrete Panel Data Developed and Applied to Test the Hypothesis of True State Dependence against the Hypothesis of Spurious State Dependence188 cited
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