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Citations for "A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration" by McFadden, Daniel
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Stuart J. Fowler & Bichaka Fayissa, 2007.
"Public Capital Spending Shocks and the Price of Investment: Evidence from a Panel of Countries ,"
Working Papers
200702, Middle Tennessee State University, Department of Economics and Finance.
[Downloadable!]
Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff & John N. Morris, 1990.
"Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors ,"
NBER Working Papers
3343, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
NBER Technical Working Papers
0321, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
CEPR Discussion Papers
5513, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
Levine's Bibliography
122247000000000849, UCLA Department of Economics.
[Downloadable!] Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007.
"Estimating Macroeconomic Models: A Likelihood Approach ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 74(4), pages 1059-1087, October.
[Downloadable!] (restricted) Vincenzo Caponi, 2009.
"Intergenerational Transmission of Abilities and Self Selection of Mexican Immigrants ,"
Working Papers
002, Ryerson University, Department of Economics.
[Downloadable!]
Joachim Inkmann, 2001.
"Accounting for Nonresponse Heterogeneity in Panel Data ,"
CoFE Discussion Paper
01-03, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!]
Dennis Epple & Thomas Romer & Holger Sieg, 1999.
"The Tiebout Hypothesis and Majority Rule: An Empirical Analysis ,"
NBER Working Papers
6977, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Matthew Gentzkow, 2006.
"Valuing New Goods in a Model with Complementarities: Online Newspapers ,"
NBER Working Papers
12562, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
V. Joseph Hotz & Robert A. Miller & Seth Sanders & Jeffrey Smith, 1992.
"A Simulation Estimator for Dynamic Models of Discrete Choice ,"
Working Papers
9205, Harris School of Public Policy Studies, University of Chicago.
[Downloadable!]
Other versions:
Hotz, J.V. & Miller, R.A. & Sanders, S. & Smith, J., 1992.
"A Simulation Estimator for Dynamic Models of Discrete Choice ,"
GSIA Working Papers
1992-13, Carnegie Mellon University, Tepper School of Business.
Hotz, V Joseph & Robert A. Miller & Seth Sanders & Jeffrey Smith, 1994.
"A Simulation Estimator for Dynamic Models of Discrete Choice ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 61(2), pages 265-89, April.
[Downloadable!] (restricted) Petra Todd & Kenneth I. Wolpin, 2002.
"Using a Social Experiment to Validate a Dynamic Behavioral Model of Child Schooling and Fertility: Assessing the Impact of a School Subsidy Program in Mexico ,"
PIER Working Paper Archive
03-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Sep 2003.
[Downloadable!]
Ruge-Murcia, F.J., 2002.
"Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy ,"
Cahiers de recherche
06-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!]
Other versions: Peter Bossaerts & Charles Plott & William R. Zame, 2006.
"Prices and Portfolio Choices in Financial Markets: Theory and Experiment ,"
Levine's Bibliography
122247000000001322, UCLA Department of Economics.
[Downloadable!]
Other versions: Harry J. Paarsch, 1994.
"A Comparison of Estimators for Empirical Models of Auctions ,"
Annales d'Economie et de Statistique ,
ADRES, issue 34, pages 06, Avril-Jui.
[Downloadable!]
Other versions: Andrén, Thomas, 2002.
"A Structural Model of Childcare, Welfare, and the Labor Supply of Single Mothers ,"
Working Papers in Economics
82, Göteborg University, Department of Economics.
[Downloadable!]
Martin Browning & Mette Ejrnaes & Javaier Alvarez, 2006.
"Modelling income processes with lots of heterogeneity ,"
Economics Series Working Papers
285, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: M. Keane & R. Moffitt, .
"A structural model of multiple welfare program participation and labor supply ,"
Institute for Research on Poverty Discussion Papers
1080-96, University of Wisconsin Institute for Research on Poverty.
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Other versions:
Michael P. Keane & Robert Moffitt, 1995.
"A structural model of multiple welfare program participation and labor supply ,"
Working Papers
557, Federal Reserve Bank of Minneapolis.
[Downloadable!] M. Keane & R. Mofitt, 1995.
"A Structural Model of Multiple Welfare Program Participation and Labor Supply ,"
Working Papers
95-4, Brown University, Department of Economics.
Keane, Michael & Moffitt, Robert, 1998.
"A Structural Model of Multiple Welfare Program Participation and Labor Supply ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 553-89, August.
John Geweke & Michael Keane & David Runkle, 1994.
"Alternative computational approaches to inference in the multinomial probit model ,"
Staff Report
170, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: Blake LeBaron, .
"Technical Trading Rules and Regime Shifts in Foreign Exchange ,"
Working papers
_007, University of Wisconsin - Madison.
[Downloadable!]
repec:fth:prinin:347 is not listed on IDEAS
David Laibson & Andrea Repetto & Jeremy Tobacman, 2007.
"Estimating Discount Functions with Consumption Choices over the Lifecycle ,"
NBER Working Papers
13314, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
David Laibson & Andrea Repetto & Jeremy Tobacman, 2007.
"Estimating Discount Functions with Consumption Choices over the Lifecycle ,"
Economics Series Working Papers
341, University of Oxford, Department of Economics.
[Downloadable!] David Laibson & Andrea Repetto & Jeremy Tobacman, 2005.
"Estimating Discount Functions with Consumption Choices over the Lifecycle ,"
Levine's Bibliography
784828000000000643, UCLA Department of Economics.
[Downloadable!] David Laibson & Andrea Repetto & Jeremy Tobacman, 2007.
"Estimating Discount Functions with Consumption Choices over the Lifecycle ,"
Documentos de Trabajo
236, Centro de Economía Aplicada, Universidad de Chile.
[Downloadable!] Denis Bolduc, .
"A Fast Maximum Simulated Likelihood Estimation Technique for NMP Models ,"
Computing in Economics and Finance 1997
155, Society for Computational Economics.
[Downloadable!]
Marina Pavan, 2003.
"Consumer Durables and Risky Borrowing: the Effects of Bankruptcy Protection ,"
Boston College Working Papers in Economics
573, Boston College Department of Economics, revised 01 May 2005.
[Downloadable!]
Other versions: Wilfling, Bernd, 2001.
"Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes ,"
Discussion Paper Series
26277, Hamburg Institute of International Economics.
[Downloadable!]
Other versions: Jean-Marie Dufour, 2005.
"Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics ,"
CIRANO Working Papers
2005s-02, CIRANO.
[Downloadable!]
Other versions:
DUFOUR, Jean-Marie, 2005.
"Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics ,"
Cahiers de recherche
2005-03, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Dufour, Jean-Marie, 2006.
"Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics ,"
Journal of Econometrics ,
Elsevier, vol. 133(2), pages 443-477, August.
[Downloadable!] (restricted) Patrick K. Asea & Stephen J. Turnovsky, 1997.
"Capital Income Taxation and Risk-Taking in a Small Open Economy ,"
NBER Working Papers
6189, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Patrick Asea & Stephen Turnovsky, 1997.
"Capital Income Taxation and Risk-Taking in a Small Open Economy ,"
UCLA Economics Working Papers
768, UCLA Department of Economics.
[Downloadable!] Asea, Patrick K. & Turnovsky, Stephen J., 1998.
"Capital income taxation and risk-taking in a small open economy ,"
Journal of Public Economics ,
Elsevier, vol. 68(1), pages 55-90, April.
[Downloadable!] (restricted) Franco Mariuzzo, 2005.
"The Efect of Differences in Buyer and Non-Buyer Characteristics on Equilibrium Price-Elasticities: an Empirical Study on the Italian Automobile Market ,"
Trinity Economics Papers
2000513, Trinity College Dublin, Department of Economics.
[Downloadable!]
Cohen, Sarit & Eckstein, Zvi, 2002.
"Labor Mobility of Immigrants: Training, Experience, Language and Opportunities ,"
IZA Discussion Papers
519, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
Cohen-Goldner, Sarit & Eckstein, Zvi, 2002.
"Labour Mobility of Immigrants: Training, Experience, Language and Opportunities ,"
CEPR Discussion Papers
3412, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Sarit Cohen-Goldner & Zvi Eckstein, 2008.
"Labor Mobility Of Immigrants: Training, Experience, Language, And Opportunities ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(3), pages 837-872, 08.
[Downloadable!] (restricted) Eckstein, Zvi & Lifshitz, Osnat, 2009.
"Dynamic Female Labor Supply ,"
IZA Discussion Papers
4550, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Mark E Doms, 1993.
"Inter Fuel Substitution And Energy Technology Heterogeneity In U.S. Manufacturing ,"
Working Papers
93-5, Center for Economic Studies, U.S. Census Bureau.
[Downloadable!]
Christian Gourieroux & Irina Peaucelle, 1996.
"Diffusion et effet de vague ,"
Annales d'Economie et de Statistique ,
ADRES, issue 44, pages 09, Octobre-D.
[Downloadable!]
Michael Scheidler & Reinhard Hujer & Joachim Grammig, 2005.
"Discrete choice modelling in airline network management ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(4), pages 467-486.
[Downloadable!]
Eklöf, M. & Weeks, M., 2004.
"‘Estimation of Discrete Choice Models Using DCM for Ox’ ,"
Cambridge Working Papers in Economics
0427, Faculty of Economics, University of Cambridge.
[Downloadable!]
Darrell Duffie & Kenneth J. Singleton, 1990.
"Simulated Moments Estimation of Markov Models of Asset Prices ,"
NBER Technical Working Papers
0087, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models ,"
CIRANO Working Papers
2001s-54, CIRANO.
[Downloadable!]
Other versions: Igal Hendel, 1994.
"Estimating Multiple-Discrete Choice Models: An Application to Computeri-zzation Returns ,"
NBER Technical Working Papers
0168, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Lars Peter Hansen & John Heaton & Erzo Luttmer, 1993.
"Econometric Evaluation of Asset Pricing Models ,"
NBER Technical Working Papers
0145, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Timothy Johnson, 2007.
"Discrete Choice Models for Ordinal Response Variables: A Generalization of the Stereotype Model ,"
Psychometrika ,
Springer, vol. 72(4), pages 489-504, December.
[Downloadable!] (restricted)
Manuel S. Santos, 2003.
"Simulation-Based Estimation Of Dynamic Models With Continuous Equilibrium Solutions ,"
Economics Working Papers
we034716, Universidad Carlos III, Departamento de Economía.
[Downloadable!]
Tullio Jappelli & Luigi Pistaferri, 2005.
"Intertemporal Choice and Consumption Mobility ,"
CFS Working Paper Series
2005/28, Center for Financial Studies.
[Downloadable!]
Other versions:
Tullio Jappelli & Luigi Pistaferri, 1999.
"Intertemporal Choice and Consumption Mobility ,"
CSEF Working Papers
23, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!] Tullio Jappelli & Luigi Pistaferri, 2004.
"Intertemporal choice and consumption mobility ,"
2004 Meeting Papers
195, Society for Economic Dynamics.
Tullio Jappelli & Luigi Pistaferri, 2000.
"Intertemporal Choice and Consumption Mobility ,"
Econometric Society World Congress 2000 Contributed Papers
0118, Econometric Society.
[Downloadable!] Tullio Jappelli & Luigi Pistaferri, 2006.
"Intertemporal Choice and Consumption Mobility ,"
Journal of the European Economic Association ,
MIT Press, vol. 4(1), pages 75-115, 03.
[Downloadable!] (restricted) Myoung-jae Lee & Sung-jin Kang, 2009.
"Strategic Voting and Multinomial Choice In US Presidential Elections ,"
Discussion Paper Series
0907, Institute of Economic Research, Korea University.
[Downloadable!]
Daniel A. Ackerberg & Gautam Gowrisankaran, 2006.
"Quantifying Equilibrium Network Externalities in the ACH Banking Industry ,"
NBER Working Papers
12488, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Daniel McFadden & Kenneth Train, 2000.
"Mixed MNL models for discrete response ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
[Downloadable!]
Matteo Richiardi, 2004.
"The Promises and Perils of Agent-Based Computational Economics ,"
Computational Economics
0401001, EconWPA.
[Downloadable!]
Other versions: Francisco J. Ruge-Murcia, 2000.
"Uncovering financial markets' beliefs about inflation targets ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
[Downloadable!]
Other versions:
Ruge-Murcia, F.J., 1998.
"Uncovering Financial Markets Beliefs About Inflation Targets ,"
Cahiers de recherche
9803, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
RUGE-MURCIA, Francisco J., 1998.
"Uncovering Financial Markets Beliefs About Inflation Targets ,"
Cahiers de recherche
9803, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] George Hall & John Rust, 2002.
"Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market ,"
NBER Technical Working Papers
0278, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Davis, Peter J, 2006.
"The Discrete Choice Analytically Flexible (DCAF) Model of Demand for Differentiated Products ,"
CEPR Discussion Papers
5880, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Christian Gourieroux & Joann Jasiak, 2001.
"Dynamic Factor Models ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 20(4), pages 385-424.
[Downloadable!] (restricted)
Olivier Armantier and Erwann Sbai, 2003.
"Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric ,"
Department of Economics Working Papers
03-02, Stony Brook University, Department of Economics.
[Downloadable!]
repec:tcd:wpaper:tep13 is not listed on IDEAS
Vassilis A. Hajivassiliou, 1991.
"Simulation Estimation Methods for Limited Dependent Variable Models ,"
Cowles Foundation Discussion Papers
1007, Cowles Foundation, Yale University.
[Downloadable!]
Bossaerts, Peter & Hillion, Pierre., 1991.
"Arbitrage Restrictions Across Financial Markets: Theory, Methodology and Tests ,"
Working Papers
751, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Sarit Cohen & Zvika Eckstein, 2000.
"Training and Occupational Choice of Highly Skilled Immigrants ,"
Econometric Society World Congress 2000 Contributed Papers
0122, Econometric Society.
[Downloadable!]
Hu, Wuyang & Adamowicz, Wiktor & Veeman, Michele, 2005.
"Bayesian Analysis of Consumer Choices with Taste, Context, Reference Point and Individual Scale Effects ,"
2005 Annual meeting, July 24-27, Providence, RI
19296, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
John F. Geweke & Michael P. Keane & David E. Runkle, 1994.
"Statistical inference in the multinomial multiperiod probit model ,"
Staff Report
177, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: Cohen-Goldner, Sarit & Eckstein, Zvi, 2004.
"Estimating the Return to Training and Occupational Experience: The Case of Female Immigrants ,"
IZA Discussion Papers
1225, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Z. Sandor & P. Andras, 2003.
"Alternative sampling methods for estimating multivariate normal probabilities ,"
Econometric Institute Report
305, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Franco Mariuzzo & Patrick Paul Walsh & Ciara Whelan, 2005.
"Embedding Consumer Taste for Location into a Structural Model of Equilibrium ,"
Working Papers
200503, School Of Economics, University College Dublin.
[Downloadable!]
Other versions: Joan L. Walker & Moshe Ben-Akiva & Denis Bolduc, 2007.
"Identification of parameters in normal error component logit-mixture (NECLM) models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(6), pages 1095-1125.
[Downloadable!]
Hans G. Bloemen & Arie Kapteyn, 2008.
"The estimation of utility-consistent labor supply models by means of simulated scores ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(4), pages 395-422.
[Downloadable!]
Other versions:
Bloemen, H.G. & Kapteyn, A., 1993.
"The Estimation of Utility Consistent Labor Supply Models by Means of Simulated Scores ,"
Papers
9367, Tilburg - Center for Economic Research.
Bloemen, Hans G. & Kapteyn, Arie, 2003.
"The estimation of utility consistent labor supply models by means of simulated scores ,"
Serie Research Memoranda
0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!] Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998.
"MCMC Methods for Fitting and Comparing Multinomial Response Models ,"
Econometrics
9802001, EconWPA, revised 06 May 1998.
[Downloadable!]
Paul Gertler & Roland Sturm & Bruce Davidson, 1994.
"Information and the Demand for Supplemental Medicare Insurance ,"
NBER Working Papers
4700, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Daniel Ackerberg, 2009.
"A new use of importance sampling to reduce computational burden in simulation estimation ,"
Quantitative Marketing and Economics ,
Springer, vol. 7(4), pages 343-376, December.
[Downloadable!] (restricted)
Victoria Prowse, 2005.
"State Dependence in a Multi-State Model of Employment Dynamics ,"
IZA Discussion Papers
1623, Institute for the Study of Labor (IZA).
[Downloadable!]
Tülin Erdem & Michael Keane & Baohong Sun, 2008.
"The impact of advertising on consumer price sensitivity in experience goods markets ,"
Quantitative Marketing and Economics ,
Springer, vol. 6(2), pages 139-176, June.
[Downloadable!] (restricted)
Laurini, Márcio P. & Hotta, Luiz K., 2008.
"Inferência indireta em modelos fracionários de taxas de juros de curto prazo ,"
Ibmec Working Papers
wpe_119, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
Kamhon Kan & Chihwa Kao, 2005.
"Simulation-Based Two-Step Estimation with Endogenous Regressors ,"
Center for Policy Research Working Papers
76, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Chenghuan Sean Chu & Phillip Leslie & Alan Sorensen, 2008.
"Nearly Optimal Pricing for Multiproduct Firms ,"
NBER Working Papers
13916, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty, 2005.
"Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S ,"
IZA Discussion Papers
1521, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2008.
"Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S ,"
Caepr Working Papers
2008-006, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
[Downloadable!] Moshe Buchinsky ; Denis Fougère ; Francis Kramarz ; Rusty Tchernis, 2002.
"Interfirm Mobility, Wages and the Returns to Seniority and Experience in the U.S ,"
Working Papers
2002-29, Centre de Recherche en Economie et Statistique.
[Downloadable!] Nora Gordon & Brian Knight, 2006.
"The Causes of Political Integration: An Application to School Districts ,"
NBER Working Papers
12047, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ramdan Dridi, 2000.
"Simulated Asymptotic Least Squares Theory ,"
STICERD - Econometrics Paper Series
/2000/396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Ziegler, Andreas, .
"Die Parameterschätzung in fehlspezifizierten Independent Probitmodellen: Eine Monte-Carlo-Studie ,"
IVS discussion paper series
596, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim.
[Downloadable!]
B. P. S. Murthi & Sumit Sarkar, 2003.
"The Role of the Mangement Sciences in Research on Personalization ,"
Review of Marketing Science Working Papers
2-2-1025, Berkeley Electronic Press.
[Downloadable!]
Phillip Leslie & Alan Sorensen, 2009.
"The Welfare Effects of Ticket Resale ,"
NBER Working Papers
15476, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Makoto Abe & Yasemin Boztug & Lutz Hildebrandt, 2004.
"Investigating the competitive assumption of Multinomial Logit models of brand choice by nonparametric modeling ,"
Computational Statistics ,
Springer, vol. 19(4), pages 635-657, December.
[Downloadable!] (restricted)
Other versions: Han Hong & Matthew Shum, 2001.
"Econometric Models of Asymmetric Ascending Auctions ,"
Economics Working Paper Archive
453, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Other versions: Guillermo Donoso & José Cancino, 1999.
"Estimación de un Sistema de Demanda Censurado: El Caso del Gran Santiago ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(109), pages 979-1004.
[Downloadable!]
Michael P. Keane & Kenneth I. Wolpin, 2006.
"The Role of Labor and Marriage Markets, Preference Heterogeneity and the Welfare System in the Life Cycle Decisions of Black, Hispanic and White Women ,"
PIER Working Paper Archive
06-004, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Ramdan Dridi & Eric Renault, 2000.
"Semi-Parametric Indirect Inference ,"
STICERD - Econometrics Paper Series
/2000/392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Morris, Michael D., 2003.
"The impact of grants, tax credit and education savings account on parental contributions to college expenses and the educational attainment of children ,"
Working Papers
2003-07, University of New Orleans, Department of Economics and Finance.
[Downloadable!]
Michael Creel, 2008.
"Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments ,"
UFAE and IAE Working Papers
725.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 02 Jun 2008.
[Downloadable!]
Other versions: repec:tcd:wpaper:tep3 is not listed on IDEAS
Mitsukuni Nishida, 2008.
"Estimating a Model of Strategic Store-Network Choice ,"
Working Papers
08-27, NET Institute, revised Nov 2008.
[Downloadable!]
Ziegler, Andreas & Eymann, Angelika, .
"Zur Simulated Maximum-Likelihood-Schätzung von Mehrperioden-Mehralternativen-Probitmodellen ,"
IVS discussion paper series
588, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim.
[Downloadable!]
Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1999.
"Unemployment and Liquidity Constraints ,"
Discussion Papers Series, Department of Economics, Tufts University
9925, Department of Economics, Tufts University.
[Downloadable!]
Other versions:
V A Hajivassiliou & Y Ioannides, 1995.
"Unemployment and Liquidity Constraints ,"
CEP Discussion Papers
dp0243, Centre for Economic Performance, LSE.
Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1995.
"Unemployment and Liquidity Constraints ,"
Cowles Foundation Discussion Papers
1090, Cowles Foundation, Yale University.
[Downloadable!] Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1993.
"Unemployment and Liquidity Constraints ,"
Working Papers
_019, Yale University.
[Downloadable!] Yannis M. Ioannides & Vassilis A. Hajivassiliou, 2007.
"Unemployment and liquidity constraints ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(3), pages 479-510.
[Downloadable!] Arthur Lewbel, 1997.
"Coherence and Completeness of Structural Models Containing a Dummy Endogenous Variable ,"
Boston College Working Papers in Economics
456, Boston College Department of Economics, revised 04 Sep 2006.
[Downloadable!]
Other versions: Pietola, Kyosti & Vare, Minna & Lansink, Alfons Oude, 2002.
"Farmers' Exit Decisions and Early Retirement Programs in Finland ,"
2002 International Congress, August 28-31, 2002, Zaragoza, Spain
24825, European Association of Agricultural Economists.
[Downloadable!]
Schwabe, Kurt A. & Schuhmann, Peter W., 1999.
"The Value Of Increasing The Length Of Deer Season In Ohio ,"
1999 Annual meeting, August 8-11, Nashville, TN
21574, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Jesús Vazquez, 1995.
"The relative importance of inflation and currency depreciation in the demand for money: an application of the estimation by simulation method to the German hyperinflation ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 19(2), pages 269-289, May.
[Downloadable!]
Hans G. Bloemen & Arie Kapteyn, 1993.
"The Joint Estimation of a Non-Linear Labour Supply Function and a Wage Equation Using Simulated Response Probabilities ,"
Annales d'Economie et de Statistique ,
ADRES, issue 29, pages 10, Janvier-M.
[Downloadable!]
Fernández-Villaverde, Jesús, 2009.
"The Econometrics of DSGE Models ,"
CEPR Discussion Papers
7157, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Andrew Ching, 2000.
"Dynamic Equilibrium in the US Prescription Drug Market After Patent Expiration ,"
Econometric Society World Congress 2000 Contributed Papers
1242, Econometric Society.
[Downloadable!]
Eduardo Fé-Rodríguez & Richard Hofler, 2009.
"Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship ,"
The School of Economics Discussion Paper Series
0916, Economics, The University of Manchester.
[Downloadable!]
Stuart J. Fowler, 2005.
"Fiscal Spending Shocks and the Price of Investment: Evidence from a Panel of Countries ,"
Working Papers
200502, Middle Tennessee State University, Department of Economics and Finance.
[Downloadable!]
Martin Smith & James Wilen, 2005.
"Heterogeneous and Correlated Risk Preferences in Commercial Fishermen: The Perfect Storm Dilemma ,"
Journal of Risk and Uncertainty ,
Springer, vol. 31(1), pages 53-71, July.
[Downloadable!] (restricted)
Ching, Andrew & Erdem, Tulin & Keane, Michael, 2007.
"The Price Consideration Model of Brand Choice ,"
MPRA Paper
4686, University Library of Munich, Germany.
[Downloadable!]
Schündeln, Matthias, 2005.
"Modeling Firm Dynamics to Identify the Cost of Financing Constraints in Ghanaian Manufacturing ,"
Proceedings of the German Development Economics Conference, Kiel 2005
29, Verein für Socialpolitik, Research Committee Development Economics.
[Downloadable!]
Olivier Armantier & Nourredine Lafhel, 2009.
"Comparison of Auction Formats in Canadian Government Auctions ,"
Working Papers
09-5, Bank of Canada.
[Downloadable!]
Susan Athey & Scott Stern, 1998.
"An Empirical Framework for Testing Theories About Complimentarity in Organizational Design ,"
NBER Working Papers
6600, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Jean Olson Lanjouw, 1993.
"Patent Protection: Of What Value and for How Long? ,"
NBER Working Papers
4475, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Jean-Francois Richard & Wei Zhang, 2007.
"Efficient High-Dimensional Importance Sampling ,"
Working Papers
321, University of Pittsburgh, Department of Economics, revised Jan 2007.
[Downloadable!]
Ronald Goettler & Ron Shachar, 2000.
"Estimating Product Characteristics and Spatial Competition in the Network Television Industry ,"
Econometric Society World Congress 2000 Contributed Papers
1691, Econometric Society.
[Downloadable!]
Vassilis A. Hajivassiliou & Paul A. Ruud, 1993.
"Classical Estimation Methods for LDV Models Using Simulation ,"
Cowles Foundation Discussion Papers
1051, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:
V.A. Hajivassiliou & P. A. Ruud, 1993.
"Classical Estimation Methods for LDV Models Using Simulation ,"
Econometrics
9311002, EconWPA.
[Downloadable!] Vassilis A. Hajivassiliou and Paul A. Ruud., 1993.
"Classical Estimation Methods for LDV Models Using Simulation ,"
Economics Working Papers
93-219, University of California at Berkeley.
Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986.
"Classical estimation methods for LDV models using simulation ,"
Handbook of Econometrics ,
in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441
Elsevier.
[Downloadable!] (restricted) George Monokroussos, 2005.
"Dynamic Limited Dependent Variable Modeling and US Monetary Policy ,"
Computing in Economics and Finance 2005
460, Society for Computational Economics.
[Downloadable!]
Kim, Soo-Il & Haab, Timothy C., 2005.
"Generalized Estimation Methods for Non-i.i.d. Binary Data: An Application to Dichotomous Choice Contingent Valuation ,"
2005 Annual meeting, July 24-27, Providence, RI
19138, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Dennis Görlich & Toman Omar Mahmoud & Christoph Trebesch, 2007.
"Explaining Labour Market Inactivity in Migrant-Sending Families: Housework, Hammock, or Higher Education ,"
Kiel Working Papers
1391, Kiel Institute for the World Economy.
[Downloadable!]
Dean Hyslop, 1995.
"State Dependence, Serial Correlation and Heterogeneity in Intertemporal Participation Behavior: Monte Carlo Evidence and Empirical Results for Married Women ,"
Working Papers
726, Princeton University, Department of Economics, Industrial Relations Section..
[Downloadable!]
Vassilis A. Hajivassiliou & Axel Borsch-Supan, 1990.
"Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models ,"
Cowles Foundation Discussion Papers
960, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005.
"Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time ,"
Computing in Economics and Finance 2005
48, Society for Computational Economics.
[Downloadable!]
Cantillon, Estelle & Pesendorfer, Martin, 2007.
"Combination Bidding in Multi-Unit Auctions ,"
CEPR Discussion Papers
6083, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Athey, Susan. & Stern, Scott, 1969-, 1998.
"An empirical framework for testing theories about complementarity in orgaziational design ,"
Working papers
WP 4022-98., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
Simon P. Anderson & Andre de Palma, 1989.
"The Logit as a Model of Product Differentiation: Further Results and Extensions ,"
Discussion Papers
913, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Heiss, Florian & Winschel, Viktor, 2006.
"Estimation with Numerical Integration on Sparse Grids ,"
Discussion Papers in Economics
916, University of Munich, Department of Economics.
[Downloadable!]
Jacques Huguenin & Florian Pelgrin & Alberto Holly, 2009.
"Estimation of multivariate probit models by exact maximum likelihood ,"
Working Papers
0902, University of Lausanne, Institute of Health Economics and Management (IEMS).
[Downloadable!]
Jurgen A. Doornik & David F. Hendry & Neil Shephard, .
"Computationally-intensive Econometrics using a Distributed Matrix-programming Language ,"
Economics Papers
2001-W22, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2008.
"Sharp identification regions in games ,"
CeMMAP working papers
CWP15/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Daniel A. Ackerberg, 2001.
"A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation ,"
NBER Technical Working Papers
0273, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
DeBacker, Jason, 2008.
"Flip-Flopping: Ideological Adjustment Costs in the United States Senate ,"
MPRA Paper
8735, University Library of Munich, Germany.
[Downloadable!]
Kurt Schwabe & Peter Schuhmann & Roy Boyd & Khosrow Doroodian, 2001.
"The Value of Changes in Deer Season Length: An Application of the Nested Multinomial Logit Model ,"
Environmental & Resource Economics ,
European Association of Environmental and Resource Economists, vol. 19(2), pages 131-147, June.
[Downloadable!] (restricted)
Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison, 2002.
"Evaluating the Quarterly Projection Model: A Preliminary Investigation ,"
Working Papers
02-20, Bank of Canada.
[Downloadable!]
Amano, Robert & Coletti , Don & Murchison , Stephen, 2000.
"Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector ,"
Working Paper Series
104, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Christian Gourieroux & Alain Monfort, 1991.
"Simulation Based Inference in Models with Heterogeneity ,"
Annales d'Economie et de Statistique ,
ADRES, issue 20-21, pages 05, Octobre-m.
[Downloadable!]
Franco Mariuzzo, 2005.
"The Efect of Differences in Buyer and Non-Buyer Characteristics on Equilibrium Price-Elasticities: an Empirical Study on the Italian Automobile Market ,"
Trinity Economics Papers
tep13, Trinity College Dublin, Department of Economics.
[Downloadable!]
RUGE-MURCIA, Francisco J., 2003.
"Methods to Estimate Dynamic Stochastic General Equilibrium Models ,"
Cahiers de recherche
17-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!]
Other versions:
Francisco J. Ruge-Murcia, 2004.
"Methods to Estimate Dynamic Stochastic General Equilibrium Models ,"
2004 Meeting Papers
83, Society for Economic Dynamics.
Francisco Ruge-Murcia, 2002.
"Methods to Estimate Dynamic Stochastic General Equilibrium Models ,"
University of California at San Diego, Economics Working Paper Series
2002-18, Department of Economics, UC San Diego.
[Downloadable!] RUGE-MURCIA, Francisco J., 2003.
"Methods to Estimate Dynamic Stochastic General Equilibrium Models ,"
Cahiers de recherche
2003-23, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Ruge-Murcia, Francisco J., 2007.
"Methods to estimate dynamic stochastic general equilibrium models ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 31(8), pages 2599-2636, August.
[Downloadable!] (restricted) Good, D. & Nadiri, M.I. & Sickles, R., 1996.
"Index Number and Factor Demand Approaches to the Estimarion of Productivity ,"
Working Papers
96-34, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Other versions: Joachim Inkmann, 1999.
"Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators ,"
Finance
9904003, EconWPA.
[Downloadable!]
Other versions:
Joachim Inkmann, 1999.
"Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators ,"
CoFE Discussion Paper
99-04, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!] Inkmann, Joachim, 2000.
"Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators ,"
Journal of Econometrics ,
Elsevier, vol. 97(2), pages 227-259, August.
[Downloadable!] (restricted) Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007.
"How Structural Are Structural Parameters? ,"
Levine's Bibliography
843644000000000057, UCLA Department of Economics.
[Downloadable!]
Other versions:
Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007.
"How Structural Are Structural Parameters? ,"
NBER Working Papers
13166, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Jesus Fernandez-Villaverde & Juan Rubio-ram, 2007.
"How Structural Are Structural Parameters? ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 2007, Volume 22, pages 83-137
National Bureau of Economic Research, Inc.
Hellström, Jörgen & Rudholm, Niklas, 2003.
"Advertising as a Signaling Device in the Swedish Pharmaceuticals Market ,"
Umeå Economic Studies
612, Umeå University, Department of Economics.
[Downloadable!]
Vassilis Argyrou Hajivassiliou, 1993.
"Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization ,"
Working Papers
_025, Yale University.
[Downloadable!]
Other versions: Victoria Prowse, 2005.
"State Dependence in a Multi-state Model of Employment ,"
Economics Papers
2005-W20, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Tülin Erdem & Michael Keane & T. Öncü & Judi Strebel, 2005.
"Learning About Computers: An Analysis of Information Search and Technology Choice ,"
Quantitative Marketing and Economics ,
Springer, vol. 3(3), pages 207-247, September.
[Downloadable!] (restricted)
Jörgen Hellström, 2006.
"A bivariate count data model for household tourism demand ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(2), pages 213-226.
[Downloadable!]
Deng, Yi, 2005.
"A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes ,"
Departmental Working Papers
0515, Southern Methodist University, Department of Economics.
[Downloadable!]
Other versions: Vassilis A. Hajivassiliou & Daniel McFadden & Paul A. Ruud, 1994.
"Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results ,"
Cowles Foundation Discussion Papers
1021R, Cowles Foundation, Yale University.
[Downloadable!]
Stuart J. Fowler, 2005.
"Income Inequality, Monetary Policy, and the Business Cycle ,"
Working Papers
200507, Middle Tennessee State University, Department of Economics and Finance.
[Downloadable!]
Other versions: Ziegler, Andreas, .
"Simulierte klassische Parameterschätzung in Probitmodellen ,"
IVS discussion paper series
578, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim.
[Downloadable!]
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