Simulation-based estimation

Stern, Steven (1997) Simulation-based estimation. Journal of Economic Literature, 35(4), pp. 2006-2039.

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In this paper, I present a number of leading examples in the empirical literature that use simulation-based estimation methods. For each example, I describe the model, why simulation is needed, and how to simulate the relevant object. There is a section on simulation methods and another on simulations-based estimation methods. The paper concludes by considering the significance of each of the examples discussed a commenting on potential future areas of interest.

Impact and interest:

120 citations in Scopus
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98 citations in Web of Science®

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ID Code: 73205
Item Type: Journal Article
Refereed: Yes
ISSN: 0022-0515
Divisions: Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Deposited On: 02 Jul 2014 04:37
Last Modified: 02 Jul 2014 04:37

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