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SNM Guide

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Author Info
Michael Creel ()
Dennis Kristensen ()

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Abstract

This is a guide that explains how to use software that implements the simulated nonparametric moments (SNM) estimator proposed by Creel and Kristensen (2009). The guide shows how results of that paper may easily be replicated, and explains how to install and use the software for estimation of simulable econometric models.

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File URL: http://pareto.uab.es/wp/2009/79309.pdf
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Publisher Info
Paper provided by Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) in its series UFAE and IAE Working Papers with number 793.09.

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Length: 13
Date of creation: 12 Nov 2009
Date of revision:
Handle: RePEc:aub:autbar:793.09

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Related research
Keywords: econometric software; dynamic latent variable models; simulation-based estimation; simulated moments; kernel regression; nonparametric estimation;

Find related papers by JEL classification:
C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

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This page was last updated on 2010-1-13.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.