SNM Guide

Michael Creel and Dennis Kristensen

UFAE and IAE Working Papers from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Abstract: This is a guide that explains how to use software that implements the simulated nonparametric moments (SNM) estimator proposed by Creel and Kristensen (2009). The guide shows how results of that paper may easily be replicated, and explains how to install and use the software for estimation of simulable econometric models.

Keywords: econometric software; dynamic latent variable models; simulation-based estimation; simulated moments; kernel regression; nonparametric estimation (search for similar items in EconPapers)
JEL-codes: C13 C14 C15 C87 (search for similar items in EconPapers)
Pages: 13
Date: 2009-11-12
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Persistent link: https://EconPapers.repec.org/RePEc:aub:autbar:793.09

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