Method of simulated moments (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Method of simulated moments" in English language version.

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doi.org

  • Cooper, Russell; Haltiwanger, John; Willis, Jonathan L. (May 2007). "Implications of Search Frictions: Matching Aggregate and Establishment-level Observations". NBER Working Paper No. 13115. doi:10.3386/w13115.
  • McFadden, D. (1989). "A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration" (PDF). Econometrica. 57 (5): 995–1026. doi:10.2307/1913621. hdl:1721.1/63887. JSTOR 1913621.
  • Schennach, S. M. (2014). "Entropic Latent Variable Integration via Simulation". Econometrica. 82 (1): 345–385. doi:10.3982/ECTA9748. hdl:10419/79553.

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