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ESTIMATION BY SIMULATION

delete1994-11-01
delete109
PRE
AI
D
Daniel McFadden *
P
Paul A. Ruud
DOI:10.2307/2109765delete
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摘要

摘要

En 中文
We extend McFadden's Method of Simulated Moments to approximating efficient estimators in general estimation problems. The general approach applies a simulated bias correction to an approximation of the efficient score. We discuss a general trade-off in estimator inefficiency between bias correction and moment approximation.
Keyword:
DISCRETE RESPONSE MODELS
MOMENTS
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期刊

Review of Economics and Statistics 封面图
Review of Economics and Statistics
IF:
6.8
论文数:
3.6K
被引数:
2.1W

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