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Estimation by Simulation

Citations

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Cited by:

  1. Nielsen, Soren Feodor, 2000. "On simulated EM algorithms," Journal of Econometrics, Elsevier, vol. 96(2), pages 267-292, June.
  2. Kumbhakar, Subal C. & Tsionas, Efthymios G., 2006. "Estimation of stochastic frontier production functions with input-oriented technical efficiency," Journal of Econometrics, Elsevier, vol. 133(1), pages 71-96, July.
  3. 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.
  4. William Greene, 2003. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," Journal of Productivity Analysis, Springer, vol. 19(2), pages 179-190, April.
  5. James P. Smith & Duncan Thomas, 1998. "On the Road: Marriage and Mobility in Malaysia," Journal of Human Resources, University of Wisconsin Press, vol. 33(4), pages 805-832.
  6. Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data estimation via quantile regressions," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 61-94, October.
  7. Borsch-Supan, Axel & Heiss, Florian & Seko, Miki, 2001. "Housing Demand in Germany and Japan," Journal of Housing Economics, Elsevier, vol. 10(3), pages 229-252, September.
  8. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
  9. Algers, S. & Bergstrom, P. & Dahlberg, M. & Dillen, J.L., 1998. "Mixed Logit Estimation of the Value of Travel Time," Papers 1998:15, Uppsala - Working Paper Series.
  10. 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.
  11. Golob, Thomas F. & Reagan, Amelia C., 2002. "Trucking Industry Adoption of Information Technology: A structural Multivariate Discrete Choice Model," University of California Transportation Center, Working Papers qt7kv5f17n, University of California Transportation Center.
  12. Lee, Donghoon & Song, Kyungchul, 2015. "Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies," Journal of Econometrics, Elsevier, vol. 187(1), pages 131-153.
  13. David H. Good & M. Ishaq Nadiri & Robin C. Sickles, 1996. "Index Number and Factor Demand Approaches to the Estimation of Productivity," NBER Working Papers 5790, National Bureau of Economic Research, Inc.
  14. 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 553-589, August.
  15. Maruyama, Shiko, 2014. "Estimation of finite sequential games," Journal of Econometrics, Elsevier, vol. 178(2), pages 716-726.
  16. Beckert, Walter, 2010. "A micro-econometric approach to geographic market definition in local retail markets: Demand side considerations," Economics Discussion Papers 2010-16, Kiel Institute for the World Economy (IfW).
  17. Peter J. Veazie & Shubing Cai, 2015. "Least Squared Simulated Errors," SAGE Open, , vol. 5(1), pages 21582440155, March.
  18. Ma, Lin & Tang, Yang, 2020. "Geography, trade, and internal migration in China," Journal of Urban Economics, Elsevier, vol. 115(C).
  19. Barbour, Natalia & Menon, Nikhil & Zhang, Yu & Mannering, Fred, 2019. "Shared automated vehicles: A statistical analysis of consumer use likelihoods and concerns," Transport Policy, Elsevier, vol. 80(C), pages 86-93.
  20. Islam, Mouyid, 2015. "Multi-Vehicle Crashes Involving Large Trucks: A Random Parameter Discrete Outcome Modeling Approach," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 54(1), pages 1-28.
  21. Serge Garcia & Alban Thomas, 2003. "Regulation of Public Utilities under Asymmetric Information," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 26(1), pages 145-162, September.
  22. Lee, Myoung-jae & Kim, Young-sook, 2007. "Multinomial choice and nonparametric average derivatives," Transportation Research Part B: Methodological, Elsevier, vol. 41(1), pages 63-81, January.
  23. Anna Conte & Peter G Moffatt & Mary Riddel, 2019. "The Multivariate Random Preference Estimatorfor Switching Multiple Price List Data," University of East Anglia School of Economics Working Paper Series 2019-04, School of Economics, University of East Anglia, Norwich, UK..
  24. Marco A. Palma & Dmitry V. Vedenov & David Bessler, 2020. "The order of variables, simulation noise, and accuracy of mixed logit estimates," Empirical Economics, Springer, vol. 58(5), pages 2049-2083, May.
  25. Brownstone, David & Train, Kenneth, 1998. "Forecasting new product penetration with flexible substitution patterns," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 109-129, November.
  26. Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
  27. 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.
  28. Geweke, John & Keane, Michael P & Runkle, David, 1994. "Alternative Computational Approaches to Inference in the Multinomial Probit Model," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-632, November.
  29. Joel L. Horowitz & Lars Nesheim, 2018. "Using penalized likelihood to select parameters in a random coefficients multinomial logit model," CeMMAP working papers CWP29/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  30. Golob, Thomas F. & Regan, A C, 2002. "Trucking Industry Adoption of Information Technology: A Structural Multivariate Probit Model," University of California Transportation Center, Working Papers qt9w1988t7, University of California Transportation Center.
  31. Hajivassiliou, V A, 1994. "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 109-131, April-Jun.
  32. Golob, Thomas F. & Recker, Wilfred W. & Alvarez, Veronica M., 2004. "Safety aspects of freeway weaving sections," Transportation Research Part A: Policy and Practice, Elsevier, vol. 38(1), pages 35-51, January.
  33. 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.
  34. David Hensher & William Greene, 2003. "The Mixed Logit model: The state of practice," Transportation, Springer, vol. 30(2), pages 133-176, May.
  35. Barron, Manuel & Torero, Maximo, 2012. "Determinants of Time Allocation to Rural Non-Farm Activities in Central America: The Role of Infrastructure and EducationI," MPRA Paper 61421, University Library of Munich, Germany.
  36. Marin, Floriana & Notaro, Sandra, 2007. "Consumer attitudes toward GM food with hypothetical functional characteristics," 105th Seminar, March 8-10, 2007, Bologna, Italy 7878, European Association of Agricultural Economists.
  37. Domanski, Adam, 2009. "Estimating Mixed Logit Recreation Demand Models With Large Choice Sets," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49413, Agricultural and Applied Economics Association.
  38. Luc Arrondel & François-Charles Wolff, 1998. "La nature des transferts inter vivos en France : investissements humains, aides financières et transmission du patrimoine," Économie et Prévision, Programme National Persée, vol. 135(4), pages 1-27.
  39. 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.
  40. 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 for Research in Economics, Yale University.
  41. Golob, Thomas F. & Recker, Wilfred W. & Alvarez, Veronica M., 2003. "Safety Aspects of Freeway Weaving Sections," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt1zr6p58h, Institute of Transportation Studies, UC Berkeley.
  42. Mesa-Arango, Rodrigo & Ukkusuri, Satish V., 2014. "Attributes driving the selection of trucking services and the quantification of the shipper’s willingness to pay," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 71(C), pages 142-158.
  43. Vassilis Argyrou Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Working Papers _025, Yale University.
  44. Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
  45. Vipin P. Veetil & Lawrence H. White, 2017. "Towards a New Austrian Macroeconomics," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 30(1), pages 19-38, March.
  46. 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.
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