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SNM Guide

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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.

Suggested Citation

  • Michael Creel & Dennis Kristensen, 2009. "SNM Guide," UFAE and IAE Working Papers 793.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Handle: RePEc:aub:autbar:793.09
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    File URL: http://pareto.uab.es/wp/2009/79309.pdf
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    More about this item

    Keywords

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

    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 and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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