Simulation-Based Estimation

Steven Stern ()

Journal of Economic Literature, 1997, vol. 35, issue 4, 2006-2039

Abstract: In this paper, I present a number of leading examples in the empirical literature that use simulation-based estimation methods. For each example, I describe the model, why simulation is needed, and how to simulate the relevant object. There is a section on simulation methods and another on simulations-based estimation methods. The paper concludes by considering the significance of each of the examples discussed a commenting on potential future areas of interest.

Date: 1997
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