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Simulation-Based Estimation

Citations

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Cited by:

  1. James Harrigan & Ariell Reshef, 2015. "Skill-biased heterogeneous firms, trade liberalization and the skill premium," Canadian Journal of Economics, Canadian Economics Association, vol. 48(3), pages 1024-1066, August.
  2. repec:jss:jstsof:08:i01 is not listed on IDEAS
  3. I. Sebastian Buhai & Coen N. Teulings, 2014. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 245-258, April.
  4. Peter J. Veazie & Shubing Cai, 2015. "Least Squared Simulated Errors," SAGE Open, , vol. 5(1), pages 21582440155, March.
  5. Lorenzo Cappellari & Stephen P. Jenkins, 2006. "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," Stata Journal, StataCorp LP, vol. 6(2), pages 156-189, June.
  6. Liesenfeld, Roman & Richard, Jean-François, 2008. "Improving MCMC, using efficient importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 272-288, December.
  7. Ariell Reshef, 2013. "Is Technological Change Biased Towards the Unskilled in Services? An Empirical Investigation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 312-331, April.
  8. Lixin Cai & Guyonne Kalb, 2007. "Health status and labour force status of older working-age Australian men," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 10(4), pages 227-252.
  9. Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012. "Indirect estimation of agent-based models.An application to a simple diffusion model," LABORatorio R. Revelli Working Papers Series 118, LABORatorio R. Revelli, Centre for Employment Studies.
  10. Cai, Lixin, 2010. "The relationship between health and labour force participation: Evidence from a panel data simultaneous equation model," Labour Economics, Elsevier, vol. 17(1), pages 77-90, January.
  11. Giorgio Calzolari & Laura Magazzini, 2012. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Empirical Economics, Springer, vol. 43(1), pages 145-152, August.
  12. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
  13. Burca Kizilirmak & Emel Memis, 2019. "The Unequal Burden of Income Poverty on Time Use in South Africa," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 5(2), pages 31-51, December.
  14. Sebastian Galiani & Juan Pantano, 2021. "Structural Models: Inception and Frontier," NBER Working Papers 28698, National Bureau of Economic Research, Inc.
  15. Gutiérrez-Romero, Roxana, 2007. "The impact of Inequality on Economic Growth: Evidence for Mexico 1895-1994," Proceedings of the German Development Economics Conference, Göttingen 2007 11, Verein für Socialpolitik, Research Committee Development Economics.
  16. Takalo, Tuomas & Tanayama, Tanja & Toivanen, Otto, 2017. "Welfare effects of R&D support policies," Bank of Finland Research Discussion Papers 30/2017, Bank of Finland.
  17. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
  18. Hoogeveen, H. & van der Klaauw, B. & van Lomwel, A.G.C., 1970. "On the timing of marriage, cattle and weather shocks," Other publications TiSEM b204a595-6426-4108-a166-2, Tilburg University, School of Economics and Management.
  19. Liesenfeld, Roman & Breitung, Jörg, 1998. "Simulation based methods of moments in empirical finance," Tübinger Diskussionsbeiträge 136, University of Tübingen, School of Business and Economics.
  20. von Haefen, Roger H., 2003. "Incorporating observed choice into the construction of welfare measures from random utility models," Journal of Environmental Economics and Management, Elsevier, vol. 45(2), pages 145-165, March.
  21. Karen Mumford & Antonia Parera‐Nicolau & Yolanda Pena‐Boquete, 2020. "Labour Supply and Childcare: Allowing Both Parents to Choose," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 577-602, June.
  22. Kenneth C. Wilbur, 2008. "A Two-Sided, Empirical Model of Television Advertising and Viewing Markets," Marketing Science, INFORMS, vol. 27(3), pages 356-378, 05-06.
  23. Victor Aguirregabiria & Arvind Magesan, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 3-44, Emerald Group Publishing Limited.
  24. Assa, Maganga Mulagha & Gebremariam, Gebrelibanos G. & Mapemba, Lawrence D., 2013. "A cross-region study: climate change adaptation in Malawi's agro-based systems," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 161304, African Association of Agricultural Economists (AAAE).
  25. Otto Toivanen & Michael Waterson, 2005. "Market Structure and Entry: Where's the Beef?," RAND Journal of Economics, The RAND Corporation, vol. 36(3), pages 680-699, Autumn.
  26. Brian McManus, 2007. "Nonlinear pricing in an oligopoly market: the case of specialty coffee," RAND Journal of Economics, RAND Corporation, vol. 38(2), pages 512-532, June.
  27. David Dean & John Pepper & Robert Schmidt & Steven Stern, 2015. "The Effects Of Vocational Rehabilitation For People With Cognitive Impairments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 399-426, May.
  28. Rolfe, John & Bennett, Jeff & Louviere, Jordan, 2000. "Choice modelling and its potential application to tropical rainforest preservation," Ecological Economics, Elsevier, vol. 35(2), pages 289-302, November.
  29. Jones, Stewart & Hensher, David A., 2007. "Modelling corporate failure: A multinomial nested logit analysis for unordered outcomes," The British Accounting Review, Elsevier, vol. 39(1), pages 89-107.
  30. Halliday Timothy, 2011. "Health Inequality over the Life-Cycle," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(3), pages 1-21, October.
  31. Bond, Craig A. & Thilmany, Dawn D. & Bond, Jennifer Keeling, 2008. "What to Choose? The Value of Label Claims to Fresh Produce Consumers," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(3), pages 1-26.
  32. E.I.T, Mouyid Islam & Hernandez, Salvador, 2012. "Multi-vehicle Collisions involving Large Trucks on Highways: An Exploratory Discrete Outcome Analysis," 53rd Annual Transportation Research Forum, Tampa, Florida, March 15-17, 2012 207113, Transportation Research Forum.
  33. Matteo Richiardi, 2003. "The Promises and Perils of Agent-Based Computational Economics," LABORatorio R. Revelli Working Papers Series 29, LABORatorio R. Revelli, Centre for Employment Studies.
  34. Louis Arnault & Roméo Fontaine, 2018. "Filial caregiving for the disabled elderly: the role of contextual interactions," Working Papers 1, French Institute for Demographic Studies.
  35. Bearse, Peter & Gurmu, Shiferaw & Rapaport, Carol & Stern, Steven, 2004. "Paratransit demand of disabled people," Transportation Research Part B: Methodological, Elsevier, vol. 38(9), pages 809-831, November.
  36. David Hensher & William Greene, 2003. "The Mixed Logit model: The state of practice," Transportation, Springer, vol. 30(2), pages 133-176, May.
  37. Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman, 2007. "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Economics Working Papers 2007-11, Christian-Albrechts-University of Kiel, Department of Economics.
  38. Dr Justin van de Ven, 2013. "The influence of decision costs on investments in Individual Savings Accounts," National Institute of Economic and Social Research (NIESR) Discussion Papers 407, National Institute of Economic and Social Research.
  39. Liesenfeld, Roman & Richard, Jean-François, 2010. "Efficient estimation of probit models with correlated errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 367-376, June.
  40. Phu Nguyen-Van & Cyrielle Poiraud & Nguyen To-The, 2017. "Modeling farmers’ decisions on tea varieties in Vietnam: a multinomial logit analysis," Agricultural Economics, International Association of Agricultural Economists, vol. 48(3), pages 291-299, May.
  41. Sullivan, Paul, 2006. "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper 864, University Library of Munich, Germany.
  42. Islam, Mouyid, 2015. "Multi-Vehicle Crashes Involving Large Trucks: A Random Parameter Discrete Outcome Modeling Approach," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 54(1).
  43. van den Berg, Gerard J. & Lindeboom, Maarten & Portrait, France, 2011. "Conjugal bereavement effects on health and mortality at advanced ages," Journal of Health Economics, Elsevier, vol. 30(4), pages 774-794, July.
  44. Mary Evans & Lirong Liu & Sarah Stafford, 2011. "Do environmental audits improve long-term compliance? Evidence from manufacturing facilities in Michigan," Journal of Regulatory Economics, Springer, vol. 40(3), pages 279-302, December.
  45. Christian Brinch, 2012. "Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling," Computational Statistics, Springer, vol. 27(1), pages 13-28, March.
  46. Shunsuke Managi & Yasutaka Yamamoto & Hiroyuki Iwamoto & Kiyotaka Masuda, 2008. "Valuing the influence of underlying attitudes and the demand for organic milk in Japan," Agricultural Economics, International Association of Agricultural Economists, vol. 39(3), pages 339-348, November.
  47. Phaneuf, Daniel J. & Smith, V. Kerry, 2006. "Recreation Demand Models," Handbook of Environmental Economics, in: K. G. Mäler & J. R. Vincent (ed.), Handbook of Environmental Economics, edition 1, volume 2, chapter 15, pages 671-761, Elsevier.
  48. James E. Prieger, "undated". "A Generalized Parametric Selection Model for Non-Normal Data," Department of Economics 00-09, California Davis - Department of Economics.
  49. Hong, Areum & Nam, Changi & Kim, Seongcheol, 2014. "Estimating the potential increase in consumer welfare from the introduction of 'Super Wi-Fi' service," 25th European Regional ITS Conference, Brussels 2014 101374, International Telecommunications Society (ITS).
  50. Grazzini, Jakob & Richiardi, Matteo, 2015. "Estimation of ergodic agent-based models by simulated minimum distance," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
  51. Hong, Areum & Nam, Changi & Kim, Seongcheol, 2016. "Estimating the potential increase in consumer welfare from the introduction of Super Wi-Fi services in Korea," Telecommunications Policy, Elsevier, vol. 40(10), pages 935-944.
  52. Paolo Lucchino & Dr Justin van de Ven, 2013. "Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A cross-sectional approach," National Institute of Economic and Social Research (NIESR) Discussion Papers 417, National Institute of Economic and Social Research.
  53. Paul Frijters & Bas van der Klaauw, 2006. "Job Search with Nonparticipation," Economic Journal, Royal Economic Society, vol. 116(508), pages 45-83, January.
  54. Borsch-Supan, Axel, 2000. "Incentive effects of social security on labor force participation: evidence in Germany and across Europe," Journal of Public Economics, Elsevier, vol. 78(1-2), pages 25-49, October.
  55. Anna Conte & Peter G Moffatt & Mary Riddel, 2019. "The Multivariate Random Preference Estimatorfor Switching Multiple Price List Data," University of East Anglia School of Economics Working Paper Series 2019-04, School of Economics, University of East Anglia, Norwich, UK..
  56. Maarten Lindeboom & Marcel Kerkhofs, 2004. "Subjective Health Measures, Reporting Errors and Endogeneity in the Relationship Between Health and Work," CEIS Research Paper 46, Tor Vergata University, CEIS.
  57. Stewart Jones & David A. Hensher, 2007. "Evaluating the Behavioural Performance of Alternative Logit Models: An Application to Corporate Takeovers Research," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(7‐8), pages 1193-1220, September.
  58. Rouwendal, Jan, 1999. "Spatial job search and commuting distances," Regional Science and Urban Economics, Elsevier, vol. 29(4), pages 491-517, July.
  59. James E. Prieger, "undated". "A Generalized Parametric Selection Model for Non-Normal Data," Department of Economics 00-09, California Davis - Department of Economics.
  60. Mesa-Arango, Rodrigo & Ukkusuri, Satish V., 2014. "Attributes driving the selection of trucking services and the quantification of the shipper’s willingness to pay," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 71(C), pages 142-158.
  61. Galassi, Veronica & Madlener, Reinhard, 2017. "The Role of Environmental Concern and Comfort Expectations in Energy Retrofit Decisions," Ecological Economics, Elsevier, vol. 141(C), pages 53-65.
  62. Aguirregabiria, Victor & Magesan, Arvind, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper 46056, University Library of Munich, Germany.
  63. Jakob Grazzini & Matteo G. Richiardi, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," LABORatorio R. Revelli Working Papers Series 130, LABORatorio R. Revelli, Centre for Employment Studies.
  64. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research.
  65. Alex OKOLOUMA, 2022. "Autoprotection et assurance des travailleurs infor-mels au Cameroun : substituabilité ou complémenta-rité ?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 56, pages 91-109.
  66. Mohammed H. Alemu & Søren B. Olsen, 2017. "Can a Repeated Opt-Out Reminder remove hypothetical bias in discrete choice experiments? An application to consumer valuation of novel food products," IFRO Working Paper 2017/05, University of Copenhagen, Department of Food and Resource Economics.
  67. Jessica S. Howell, 2010. "Assessing the Impact of Eliminating Affirmative Action in Higher Education," Journal of Labor Economics, University of Chicago Press, vol. 28(1), pages 113-166, January.
  68. Kamalini Ramdas & Khaled Saleh & Steven Stern & Haiyan Liu, 2016. "Variety and Experience: Learning and Forgetting in the Use of Surgical Devices," Working Papers 0316, University of South Florida, Department of Economics.
  69. Delli Gatti,Domenico & Fagiolo,Giorgio & Gallegati,Mauro & Richiardi,Matteo & Russo,Alberto (ed.), 2018. "Agent-Based Models in Economics," Cambridge Books, Cambridge University Press, number 9781108400046, November.
  70. Mauricio Sarrias, 2020. "Random Parameters and Spatial Heterogeneity using Rchoice in R," REGION, European Regional Science Association, vol. 7, pages 1-19.
  71. Blind, Knut & Müller, Jo-Ann, 2019. "The role of standards in the policy debate on the EU-US trade agreement," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 21-38.
  72. Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022. "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, vol. 230(1), pages 83-113.
  73. Bond, Craig A. & Thilmany, Dawn D. & Bond, Jennifer Keeling, 2007. "What to Choose? The Value of Label Claims to Produce Consumers," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9704, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  74. Li, Yong & Yu, Jun & Zeng, Tao, 2020. "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, vol. 216(2), pages 450-493.
  75. Paolo Lucchino & Dr Justin van de Ven, 2013. "Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A cross-sectional approach," National Institute of Economic and Social Research (NIESR) Discussion Papers 406, National Institute of Economic and Social Research.
  76. Fulford, Scott L., 2015. "How important is variability in consumer credit limits?," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 42-63.
  77. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers 6-2018, Singapore Management University, School of Economics.
  78. Arias, Carlos & Cox, Thomas L., 1999. "Maximum Simulated Likelihood: A Brief Introduction For Practitioners," Staff Papers 12662, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  79. Kamalini Ramdas & Khaled Saleh & Steven Stern & Haiyan Liu, 2018. "Variety and Experience: Learning and Forgetting in the Use of Surgical Devices," Management Science, INFORMS, vol. 64(6), pages 2590-2608, June.
  80. Beaudin, Laura & Huang, Ju-Chin, 2014. "Weather conditions and outdoor recreation: A study of New England ski areas," Ecological Economics, Elsevier, vol. 106(C), pages 56-68.
  81. Tue Gorgens & Sanghyeok Lee, 2017. "Estimation of dynamic models of recurring events with censored data," ANU Working Papers in Economics and Econometrics 2017-655, Australian National University, College of Business and Economics, School of Economics.
  82. Pagán, Ricardo, 2013. "Time allocation of disabled individuals," Social Science & Medicine, Elsevier, vol. 84(C), pages 80-93.
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