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Simulation-based inference : A survey with special reference to panel data models

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Cited by:

  1. Robert Breunig & Deborah A. Cobb‐Clark & Xiaodong Gong, 2008. "Improving the Modelling of Couples’ Labour Supply," The Economic Record, The Economic Society of Australia, vol. 84(267), pages 466-485, December.
  2. Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2016. "Endogeneity in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 190(2), pages 280-288.
  3. Breitung, Jörg & Lechner, Michael, 1998. "Alternative GMM methods for nonlinear panel data models," SFB 373 Discussion Papers 1998,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  4. André de Palma & Nathalie Picard & Ignacio Inoa, 2014. "Discrete choice decision-making with multiple decision-makers within the household," Chapters, in: Stephane Hess & Andrew Daly (ed.), Handbook of Choice Modelling, chapter 16, pages 363-382, Edward Elgar Publishing.
  5. Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2000. "Estimation of a censored regression panel data model using conditional moment restrictions efficiently," Journal of Econometrics, Elsevier, vol. 95(1), pages 25-56, March.
  6. Arne Uhlendorff, 2006. "From No Pay to Low Pay and Back Again?: A Multi-State Model of Low Pay Dynamics," Discussion Papers of DIW Berlin 648, DIW Berlin, German Institute for Economic Research.
  7. Lemieux, Thomas & MacLeod, W. Bentley, 2000. "Supply side hysteresis: the case of the Canadian unemployment insurance system," Journal of Public Economics, Elsevier, vol. 78(1-2), pages 139-170, October.
  8. Sylvain Barde, 2015. "A Practical, Universal, Information Criterion over Nth Order Markov Processes," Studies in Economics 1504, School of Economics, University of Kent.
  9. Aguirregabiria, Victor & Magesan, Arvind, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper 46056, University Library of Munich, Germany.
  10. Thierry Kamionka & Guy Lacroix, 2018. "Homeownership, Labour Market Transitions and Earnings," Cahiers de recherche 1819, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  11. 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.
  12. Massimiliano Bratti & Alfonso Miranda, 2011. "Endogenous treatment effects for count data models with endogenous participation or sample selection," Health Economics, John Wiley & Sons, Ltd., vol. 20(9), pages 1090-1109, September.
  13. Charlier, G.W.P., 1994. "A smoothed maximum score estimator for the binary choice panel data model with individual fixed effects and applications to labour force participation," Other publications TiSEM 0067a45e-7f33-45dd-89be-0, Tilburg University, School of Economics and Management.
  14. Thierry Kamionka & Cyriaque Edon, 2007. "Modélisation dynamique de la participation au marché du travail des femmes en couple," Annals of Economics and Statistics, GENES, issue 86, pages 77-108.
  15. Fortin, Bernard & Jacquemet, Nicolas & Shearer, Bruce, 2010. "Labour Supply, Work Effort and Contract Choice: Theory and Evidence on Physicians," CLSSRN working papers clsrn_admin-2010-30, Vancouver School of Economics, revised 21 Oct 2010.
  16. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005. "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 811-827.
  17. Henry W. Chappell & Paulo Guimarães & Orgül Demet Öztürk, 2011. "Confessions of an internet monopolist: demand estimation for a versioned information good," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 32(1), pages 1-15, January.
  18. Callan, T. & van Soest, A.H.O., 1994. "Family labour supply and taxes in Ireland," Discussion Paper 1994-26, Tilburg University, Center for Economic Research.
  19. Michael R. Carter & Pedro Olinto, 2003. "Getting Institutions “Right” for Whom? Credit Constraints and the Impact of Property Rights on the Quantity and Composition of Investment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 85(1), pages 173-186.
  20. Euwals, Rob & van Soest, Arthur, 1999. "Desired and actual labour supply of unmarried men and women in the Netherlands," Labour Economics, Elsevier, vol. 6(1), pages 95-118, March.
  21. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
  22. Xiaodong Gong & Arthur van Soest, 2002. "Family Structure and Female Labor Supply in Mexico City," Journal of Human Resources, University of Wisconsin Press, vol. 37(1), pages 163-191.
  23. Barde, Sylvain, 2016. "Direct comparison of agent-based models of herding in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 329-353.
  24. Peter J. Veazie & Shubing Cai, 2015. "Least Squared Simulated Errors," SAGE Open, , vol. 5(1), pages 21582440155, March.
  25. Gong, Xiaodong & Van Soest, Arthur & Villagomez, Elizabeth, 2004. "Mobility in the Urban Labor Market: A Panel Data Analysis for Mexico," Economic Development and Cultural Change, University of Chicago Press, vol. 53(1), pages 1-36, October.
  26. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
  27. van Soest, A.H.O. & Fontein, P.F. & Euwals, R.W., 1996. "Earnings Capacity and Labour Market Participation," Discussion Paper 1996-57, Tilburg University, Center for Economic Research.
  28. Chang Sheng-Kai, 2011. "A Computationally Practical Robust Simulation Estimator for Dynamic Panel Tobit Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-21, September.
  29. Geweke, John F. & Keane, Michael P. & Runkle, David E., 1997. "Statistical inference in the multinomial multiperiod probit model," Journal of Econometrics, Elsevier, vol. 80(1), pages 125-165, September.
  30. Menno Pradhan & Arthur Van Soest, 1997. "Household Labor Supply In Urban Areas Of Bolivia," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 300-310, May.
  31. Patrick Fève & François Langot, 1995. "La méthode des moments généralisés et ses extensions : théorie et applications en macro-économie," Économie et Prévision, Programme National Persée, vol. 119(3), pages 139-170.
  32. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
  33. Tim Callan & A. Van Soest & John R. Walsh, 2007. "Tax Structure and Female Labour Market Participation: Evidence from Ireland," Papers WP208, Economic and Social Research Institute (ESRI).
  34. repec:hal:spmain:info:hdl:2441/7kr9gv74ut9ngo58gia97t83i7 is not listed on IDEAS
  35. John V. Colias & Stella Park & Elizabeth Horn, 2023. "Optimizing B2B Product Offers with Machine Learning, Mixed Logit, and Nonlinear Programming," Papers 2308.07830, arXiv.org.
  36. Jean-Francois Richard, 2007. "Efficient High-Dimensional Importance Sampling," Working Paper 321, Department of Economics, University of Pittsburgh, revised Jan 2007.
  37. Marija Nikolić & Michel Bierlaire & Matthieu de Lapparent & Riccardo Scarinci, 2019. "Multiclass Speed-Density Relationship for Pedestrian Traffic," Transportation Science, INFORMS, vol. 53(3), pages 642-664, May.
  38. Ziegler, Andreas, 2002. "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers 02-38, ZEW - Leibniz Centre for European Economic Research.
  39. Richard, Jean-Francois & Zhang, Wei, 2007. "Efficient high-dimensional importance sampling," Journal of Econometrics, Elsevier, vol. 141(2), pages 1385-1411, December.
  40. Liesenfeld, Roman & Breitung, Jörg, 1998. "Simulation based methods of moments in empirical finance," SFB 373 Discussion Papers 1998,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  41. Thomas Andrén & Daniela Andrén, 2013. "Never give up? The persistence of welfare participation in Sweden," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-21, December.
  42. Almas Heshmati & Biwei Su & Seon-Ae Kim, 2015. "Measurement and Analysis of Well-Being in Developed Regions in China," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-22, June.
  43. Heng Z. Chen & Frank Lupi & John P. Hoehn, 1999. "An Empirical Assessment of Multinomial Probit and Logit Models for Recreation Demand," Chapters, in: Joseph A. Herriges & Catherine L. Kling (ed.), Valuing Recreation and the Environment, chapter 5, pages 141-162, Edward Elgar Publishing.
  44. van Soest, A.H.O., 1994. "Youth minimum wage rates : The Dutch experience," Other publications TiSEM c5050eda-1d97-4ead-b7b1-7, Tilburg University, School of Economics and Management.
  45. J. Miguel Villas-Boas & Russell S. Winer, 1999. "Endogeneity in Brand Choice Models," Management Science, INFORMS, vol. 45(10), pages 1324-1338, October.
  46. Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
  47. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
  48. Xiaodong Gong & Robert Breunig, 2017. "Childcare Assistance: Are Subsidies or Tax Credits Better?," Fiscal Studies, Institute for Fiscal Studies, vol. 38, pages 7-48, March.
  49. Andrén, Daniela & Andrén, Thomas, 2013. "State dependence in Swedish social assistance," Working Papers 2013:7, Örebro University, School of Business.
  50. Lee, Lung-Fei, 1997. "Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results," Journal of Econometrics, Elsevier, vol. 82(1), pages 1-35.
  51. Bonin, Holger & Euwals, Rob, 2001. "Participation Behavior of East German Women after German Unification," IZA Discussion Papers 413, Institute of Labor Economics (IZA).
  52. Davis, Peter, 2006. "Estimation of quantity games in the presence of indivisibilities and heterogeneous firms," Journal of Econometrics, Elsevier, vol. 134(1), pages 187-214, September.
  53. Sylvain Barde, 2015. "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics 1507, School of Economics, University of Kent.
  54. Hilary W. Hoynes & Kenneth Y. Chay & Dean Hyslop, 2004. "True State Dependence In Monthly Welfare Participation:A Nonexperimental Analysis," Working Papers 2, University of California, Davis, Department of Economics.
  55. Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September.
  56. Bayou Demeke & Ian Coxhead, 2005. "The Effect of National Policies and Labor Market on Land Use Decisions in Developing Countries: An Application of Maximum Simulated Likelihood to System of Censored Acreages with Panel Data," Others 0503007, University Library of Munich, Germany.
  57. González, Mariano & Larrú, José María, 2012. "Egalitarian aid. The impact of aid on Latin American inequality," MPRA Paper 41660, University Library of Munich, Germany.
  58. Inkmann, Joachim, 1997. "Circumventing multiple integration: A comparison of GMM and SML estimators for the panel probit model," Discussion Papers, Series II 339, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  59. Deininger, Klaus W. & Olinto, Pedro, 1998. "Asset Ownership And Working Capital Constraints In A Post-Reform Environment: Implications For Second Generation Reforms In Zambia," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20994, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  60. Yang Yao, 2004. "Land Tenure Choice in Chinese Villages: The Rational versus the Political Model," Land Economics, University of Wisconsin Press, vol. 80(4).
  61. Lenk, Peter & Wedel, Michel, 2001. "Bayesian econometrics:: A reaction to Geweke," Journal of Econometrics, Elsevier, vol. 100(1), pages 79-80, January.
  62. Michael Lechner & Stefan Lollivier & Thierry Magnac, 2005. "Parametric Binary Choice Models," University of St. Gallen Department of Economics working paper series 2005 2005-23, Department of Economics, University of St. Gallen.
  63. Miranda, Alfonso, 2007. "Migrant Networks, Migrant Selection, and High School Graduation in Mexico," IZA Discussion Papers 3204, Institute of Labor Economics (IZA).
  64. Carter, Michael R. & Yang Yao, 1999. "Market versus administrative reallocation of agricultural land in a period of rapid industrialization," Policy Research Working Paper Series 2203, The World Bank.
  65. Akay, Alpaslan, 2007. "Monte Carlo Investigation of the Initial Values Problem in Censored Dynamic Random-Effects Panel Data Models," Working Papers in Economics 278, University of Gothenburg, Department of Economics.
  66. Pradhan, M.P. & van Soest, A.H.O., 1994. "Household labour supply in urban areas of a developing country," Discussion Paper 1994-29, Tilburg University, Center for Economic Research.
  67. Akay, Alpaslan, 2009. "The Wooldridge Method for the Initial Values Problem Is Simple: What About Performance?," IZA Discussion Papers 3943, Institute of Labor Economics (IZA).
  68. Victor Aguirregabiria & Arvind Magesan, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 3-44, Emerald Group Publishing Limited.
  69. Deininger, Klaus & Olinto, Pedro, 2000. "Why liberalization alone has not improved agricultural productivity in Zambia : the role of asset ownership and working capital constraints," Policy Research Working Paper Series 2302, The World Bank.
  70. Michael D. Grubb & Matthew Osborne, 2015. "Cellular Service Demand: Biased Beliefs, Learning, and Bill Shock," American Economic Review, American Economic Association, vol. 105(1), pages 234-271, January.
  71. Maira Caño- Guiral, 1995. "Competitividad y eficiencia técnica. Un modelo de datos panel para la industria láctea uruguaya," Documentos de Trabajo (working papers) 0795, Department of Economics - dECON.
  72. Lechner, Michael, 1993. "The dynamics of self-employment in East Germany: an empirical analysis using panel data and allowing for state dependence and endogenous attrition," ZEW Discussion Papers 93-24, ZEW - Leibniz Centre for European Economic Research.
  73. Lee, Lung-Fei, 1997. "A simulated likelihood estimator for qualitative response models with sufficient statistics," Economics Letters, Elsevier, vol. 57(1), pages 23-32, November.
  74. Gouriéroux, Christian & Jouneau, F., 1994. "Multivariate distributions for limited dependent variable models," CEPREMAP Working Papers (Couverture Orange) 9414, CEPREMAP.
  75. Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia, 2001. "Simulation-based estimation of Tobit model with random effects," MPRA Paper 22985, University Library of Munich, Germany, revised 2001.
  76. Peter Haan, 2005. "State Dependence and Female Labor Supply in Germany: The Extensive and the Intensive Margin," Discussion Papers of DIW Berlin 538, DIW Berlin, German Institute for Economic Research.
  77. Doss, Cheryl R. & McPeak, John G., 2006. "Milk Money and Intra-Household Bargaining: Evidence on Pastoral Migration and Milk Sales from Northern Kenya," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25403, International Association of Agricultural Economists.
  78. Vella, Francis & Verbeek, Marno, 1999. "Two-step estimation of panel data models with censored endogenous variables and selection bias," Journal of Econometrics, Elsevier, vol. 90(2), pages 239-263, June.
  79. Lennart Flood & Nizamul Islam, 2005. "A Monte Carlo evaluation of discrete choice labour supply models," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 263-266.
  80. Sheng-Kai Chang, 2014. "Simulation Estimation of Dynamic Panel Discrete Choice Models Using the $$t$$ t Distributions," Computational Economics, Springer;Society for Computational Economics, vol. 43(4), pages 395-409, April.
  81. Nolte, Andre & Gürtzgen, Nicole, 2015. "Changing Fortunes during Economic Transition - Low-Wage Persistence before and after German Unification," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112828, Verein für Socialpolitik / German Economic Association.
  82. John G. McPeak & Cheryl R. Doss, 2006. "Are Household Production Decisions Cooperative? Evidence on Pastoral Migration and Milk Sales from Northern Kenya," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(3), pages 525-541.
  83. Tran, Kien C. & Tsionas, Mike G., 2016. "On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors," Economics Letters, Elsevier, vol. 147(C), pages 19-22.
  84. Diagne, Aliou & Zeller, Manfred, 2001. "Access to credit and its impact on welfare in Malawi:," Research reports 116, International Food Policy Research Institute (IFPRI).
  85. Andrén, Thomas, 2007. "The Persistence of Welfare Participation," Working Papers in Economics 266, University of Gothenburg, Department of Economics.
  86. Jeffrey Brinkman & Daniele Coen-Pirani & Holger Sieg, 2012. "Estimating a dynamic equilibrium model of firm location choices in an urban economy," Working Papers 12-26, Federal Reserve Bank of Philadelphia.
  87. Bernard Fortin & Nicolas Jacquemet & Bruce Shearer, 2019. "Labour Supply, Service Intensity and Contract Choice: Theory and Evidence on Physicians," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02158484, HAL.
  88. Train, Kenneth, 2016. "Mixed logit with a flexible mixing distribution," Journal of choice modelling, Elsevier, vol. 19(C), pages 40-53.
  89. Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003. "A multi-level panel smooth transition autoregression for US sectoral production," Econometric Institute Research Papers EI 2003-43, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  90. 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.
  91. André de Palma & Nathalie Picard & Robin Lindsey, 2021. "Activity and Transportation Decisions within Households," Working Papers of BETA 2021-37, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  92. Euwals, Rob, 2000. "Female Labour Supply, Flexibility Of Working Hours, And Job Mobility," CEPR Discussion Papers 2419, C.E.P.R. Discussion Papers.
  93. Meier, Christian & Li, Lingfei & Zhang, Gongqiu, 2023. "Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1292-1308.
  94. Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
  95. García, Gustavo A. & Ramírez-Hassan, Andrés & Saravia, Estefanía & Vargas, Raquel & Duque, Juan Fernando & Londoño, Daniel, 2022. "Impacto del programa de subsidios en el transporte escolar en Medellín (Colombia) como herramientas para reducir la exclusión social," IDB Publications (Working Papers) 12013, Inter-American Development Bank.
  96. Almas Heshmati & Subal C. Kumbhakar, 1997. "Estimation Of Technical Efficiency In Swedish Crop Farms: A Pseudo Panel Data Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1‐3), pages 22-37, January.
  97. Zhai Jian & James Robert & Prokhorov Artem, 2022. "Technical and allocative inefficiency in production systems: a vine copula approach," Dependence Modeling, De Gruyter, vol. 10(1), pages 145-158, January.
  98. Hilary W. Hoynes & Kenneth Y. Chay & Dean Hyslop, 2004. "True State Dependence In Monthly Welfare Participation:A Nonexperimental Analysis," Working Papers 533, University of California, Davis, Department of Economics.
  99. BAYALE, Nimonka, 2018. "Quel volume d’aide internationale pour la croissance dans l’UEMOA ? [What amount of foreign aid for economic growth in WAEMU?]," MPRA Paper 88886, University Library of Munich, Germany, revised 07 Sep 2018.
  100. Alain Trognon, 2003. "L'économétrie des panels en perspective," Revue d'économie politique, Dalloz, vol. 113(6), pages 727-748.
  101. Euwals, Rob, 1999. "Female Labour Supply, Flexibility of Working Hours, and Job Mobility in the Netherlands," IZA Discussion Papers 83, Institute of Labor Economics (IZA).
  102. John G. McPeak, 2003. "Analyzing and Addressing Localized Degradation in the Commons," Land Economics, University of Wisconsin Press, vol. 79(4), pages 515-536.
  103. Lee, Lung-fei, 1999. "Estimation of dynamic and ARCH Tobit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 355-390, October.
  104. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
  105. John V. Colias & Stella Park & Elizabeth Horn, 2021. "Optimizing B2B product offers with machine learning, mixed logit, and nonlinear programming," Journal of Marketing Analytics, Palgrave Macmillan, vol. 9(3), pages 157-172, September.
  106. Alfonso Miranda, 2010. "Bivariate dynamic probit models for panel data," Mexican Stata Users' Group Meetings 2010 07, Stata Users Group.
  107. Lee, Lung-Fei, 1997. "A smooth likelihood simulator for dynamic disequilibrium models," Journal of Econometrics, Elsevier, vol. 78(2), pages 257-294, June.
  108. Andreas Ziegler, 2007. "Simulated classical tests in multinomial probit models," Statistical Papers, Springer, vol. 48(4), pages 655-681, October.
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