A new use of importance sampling to reduce computational burden in simulation estimation

Daniel Ackerberg

Quantitative Marketing and Economics (QME), 2009, vol. 7, issue 4, 343-376

Keywords: Simulation estimators; Importance sampling; Monte-Carlo study; C13; C16; C63 (search for similar items in EconPapers)
Date: 2009
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Working Paper: A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation (2001)
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DOI: 10.1007/s11129-009-9074-z

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