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  • Search: subject:"simulation based estimation"
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Year of publication
Subject
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Simulation 26 simulation-based estimation 23 Simulation-based estimation 19 Estimation theory 18 Schätztheorie 18 Estimation 15 Schätzung 15 Method of moments 10 Momentenmethode 9 simulation based estimation 9 Simulation based estimation 8 GMM 6 Panel 6 Panel study 6 Lohn 5 Simulation-Based Estimation 5 Wages 5 Accuracy 4 Agent-based modeling 4 Agentenbasierte Modellierung 4 Arbeitslosigkeit 4 Consistency 4 Herdenverhalten 4 Herding 4 Heterogeneity 4 Homeownership 4 Simulation Based Estimation 4 Unemployment 4 Wohneigentum 4 identification 4 Alignment 3 Approximation Error 3 Calibration 3 Lohnniveau 3 Markov Equilibrium 3 Markov chain 3 Markov-Kette 3 Micro simulation 3 Minimum-chi squared estimation 3 Moment-based estimation 3
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Online availability
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Free 50 Undetermined 15 CC license 1
Type of publication
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Book / Working Paper 51 Article 22 Other 1
Type of publication (narrower categories)
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Working Paper 20 Article in journal 14 Aufsatz in Zeitschrift 14 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 13 Article 1 Aufsatz im Buch 1 Book section 1
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Language
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English 49 Undetermined 25
Author
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Kamionka, Thierry 6 Lacroix, Guy 5 Chen, Zhenxi 4 Creel, Michael 4 Kristensen, Dennis 4 Lux, Thomas 4 Ng, Serena 4 Peralta-Alva, Adrian 4 Eisenhauer, Philipp 3 Hall, Alastair R. 3 Heckman, James J. 3 Mosso, Stefano 3 Santos, Manuel 3 Santos, Manuel S. 3 Yu, Jun 3 Brinch, Christian N. 2 Brunet, Carole 2 Ciola, Emanuele 2 Dovonon, Prosper 2 Dridi, Ramdan 2 Ebertz, Alexander 2 Fuleky, Peter 2 Gaffeo, Edoardo 2 Gallegati, Mauro 2 Gilli, Manfred 2 Gospodinov, Nikolaj 2 Gospodinov, Nikolay 2 Grammig, Joachim 2 Hong, Han 2 Jeleskovic, Vahidin 2 Kawamura, Enrique 2 Klevmarken, N. Anders 2 Phillips, Peter C.B. 2 Pierri, Damian 2 Sönksen, Jantje 2 Winker, Peter 2 Zhenxi, Chen 2 Zivot, Eric 2 Abarin, Taraneh 1 Atsushi Inoue 1
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Institution
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Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 4 Department of Economics, School of Business 3 Society for Computational Economics - SCE 3 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, University of Hawaii-Manoa 1 Department of Economics, University of Warwick 1 East Asian Bureau of Economic Research (EABER) 1 Econometric Society 1 Facultad de Ciencias Económicas de la ULPGC 1 Federal Reserve Bank of Atlanta 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institute for the Study of Labor (IZA) 1 London School of Economics (LSE) 1 Nationalekonomiska Institutionen, Uppsala Universitet 1 Ohio State University, Department of Economics 1 School of Economics, Singapore Management University 1 Statistisk Sentralbyrå, Government of Norway 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. 1
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Published in...
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UFAE and IAE Working Papers 4 IZA Discussion Papers 3 Journal of econometrics 3 Working Papers / Department of Economics, School of Business 3 Computing in Economics and Finance 2005 2 Discussion paper series / IZA 2 Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations 2 Working Paper 2 Annals of the Institute of Statistical Mathematics 1 Computational Statistics 1 Computational economics 1 Computing in Economics and Finance 2002 1 Cowles Foundation Discussion Papers 1 Discussion Papers 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Documentos de trabajo conjunto ULL-ULPGC 1 Econometric Society 2004 North American Summer Meetings 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Econometrics papers 1 Economics discussion paper series : EDP 1 Economics of disasters and climate change 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 FinMaP-Working Paper 1 FinMaP-Working Papers 1 Finance Working Papers 1 Finmap working paper 1 Handbook of computational economics : volume 3 1 Handbook of computational economics ; Volume 3 1 Ifo Working Paper Series 1 International review of economics & finance : IREF 1 Journal of Applied Economics 1 Journal of Economic Interaction and Coordination 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of economic dynamics & control 1 LSE Research Online Documents on Economics 1 MPRA Paper 1 Management Science 1 Quaderno di ricerca 1 Revue d'économie politique 1
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Source
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RePEc 35 ECONIS (ZBW) 30 EconStor 8 BASE 1
Showing 31 - 40 of 74
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Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi; Lux, Thomas - In: Computational economics 52 (2018) 3, pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
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The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper; Hall, Alastair R. - In: Journal of econometrics 205 (2018) 1, pp. 76-111
Persistent link: https://www.econbiz.de/10012110241
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Analysis of Numerical Errors
Santos, Manuel S.; Peralta-Alva, Adrian - Department of Economics, School of Business - 2012
, simulation-based estimation, and testing of dynamic economies. The theoretical analysis is complemented with several illustrative …
Persistent link: https://www.econbiz.de/10010568139
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Analysis of numerical errors
Peralta-Alva, Adrian; Santos, Manuel - 2012
Persistent link: https://www.econbiz.de/10009681262
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Higher-order properties of approximate estimators
Kristensen, Dennis; Salanié, Bernard - In: Journal of econometrics 198 (2017) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10011818777
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Indirect Inference Based on the Score
Fuleky, Peter; Zivot, Eric - University of Hawai'i Economic Research Organization … - 2011
The Efficient Method of Moments (EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference estimator based on the simulated auxiliary score evaluated at the sample estimate of the auxiliary parameters. We study an alternative estimator that uses the sample auxiliary score...
Persistent link: https://www.econbiz.de/10011201738
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Indirect Inference Based on the Score
Fuleky, Peter; Zivot, Eric - Department of Economics, University of Hawaii-Manoa - 2011
The Efficient Method of Moments (EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference estimator based on the simulated auxiliary score evaluated at the sample estimate of the auxiliary parameters. We study an alternative estimator that uses the sample auxiliary score...
Persistent link: https://www.econbiz.de/10009321241
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On the asymptotics of stochastic restrictions
Hernández, José A. - In: Theoretical economics letters 6 (2016) 4, pp. 707-725
Persistent link: https://www.econbiz.de/10011582458
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Dynamic modeling of fertility and labour market participation of married or cohabiting women
EDON, Cyriaque; KAMIONKA, Thierry - Institut de Recherche Économique et Sociale (IRES), … - 2010
We jointly model fertility and participation decisions of women who live in couple using a dynamic model. In this paper we analyze the labour supply and the fertility decisions of married or cohabiting women in France, Spain, Germany, UK and Denmark. We estimate, for the period going from 1994...
Persistent link: https://www.econbiz.de/10008544131
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The Determinants of Joint Residential and Job Location Choices: A Mixed Logit Approach
Ebertz, Alexander - 2009
This paper empirically investigates the household's decision to reside and work either inthe central metropolitan area, or in the surrounding nonmetropolitan area, or to commutebetween the two regions. As economic theory suggests the location decisionamounts to trading off wages, housing costs,...
Persistent link: https://www.econbiz.de/10010312100
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