On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models
Data up to Jan 2025
Total Citations Per Year
Abstract
References (23)
Savitzky-Golay Smoothing Filters
1990 • 11,997 citations
Approximation Theorems of Mathematical Statistics
1980 • 5,851 citations
Nonparametrics: Statistical Methods Based on Ranks
1979 • 3,437 citations
A Course in Probability Theory
1974 • 2,847 citations
Structural analysis of discrete data with econometric applications
1982 • 2,021 citations
A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
1989 • 1,675 citations
Bayesian Inference in Econometric Models Using Monte Carlo Integration
1989 • 1,616 citations
Simulation and the Asymptotics of Optimization Estimators
1989 • 1,536 citations
Structural Analysis of Discrete Data with Econometric Applications
1982 • 1,137 citations
Patents as Options: Some Estimates of the Value of Holding European Patent Stocks
1986 • 777 citations
U-Statistics: Theory and Practice.
1992 • 605 citations
Simulation estimation of time-series models
1991 • 418 citations
$U$-Processes: Rates of Convergence
1987 • 416 citations
Nonparametric and Semiparametric Methods in Econometrics and Statistics
1991 • 377 citations
Job Exit Behavior of Older Men
1991 • 309 citations
On the Use of Simulated Frequencies to Approximate Choice Probabilities
1981 • 286 citations
Advanced Econometrics
1987 • 138 citations
A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models
1992 • 102 citations
Functional Limit Theorems for $U$-Processes
1988 • 96 citations
Semiparametric estimation of multiple index models: single equation estimation
1991 • 28 citations
A Computationally Practical Simulation Estimator for Panel Data
1989 • 10 citations
Semiparametric Maximum Profile Likelihood Estimation Of Polytomous And Sequential Choice Models
1989 • 3 citations
A computationally practical simulation estimator for panel data, with applications to labor supply and real wage movement over the business cycle
1989 • 1 citations