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ESTIMATION BY SIMULATION
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DOI：10.2307/2109765.png)
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Abstract
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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.
Keywords:
DISCRETE RESPONSE MODELS
MOMENTS
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