SNM Guide

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.

MoreLess

Year of publication:	2009-11-12
Authors:	Creel, Michael ; Kristensen, Dennis
Institutions:	Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
Subject:	econometric software \| dynamic latent variable models \| simulation-based estimation \| simulated moments \| kernel regression \| nonparametric estimation

More details

Extent:	application/pdf
Series:	UFAE and IAE Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	1 pages long
Classification:	C87 - Econometric Software ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008574593