Circumventing the Curse of Dimensionality in Applied Work Using Computer Intensive Methods

Melvyn Weeks ()

Economic Journal, 1995, vol. 105, issue 429, 520-30

Abstract: Following recent advances in the development of simulation-based inference, the author outlines a suite of programs designed to circumvent the 'curse of dimensionality' common to the class of so-called qualitative and limited dependent variable models. The author discusses the nature of the dimensionality problem, briefly introduces the form of a simple simulation technique, outlines the structure and capabilities of the programs, and provides a numerical experiment. Copyright 1995 by Royal Economic Society.

Date: 1995
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