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You searched for "simulation estimation"

Econometrics Paper
Some Practical Issues in Maximum Simulated Likelihood V A Hajivassiliou
November 1997
Paper No' EM/1997/340:
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Tags: simulation estimation; maximum simulated likelihood; limited dependent variable models; antithetic acceleration.

Econometrics Paper
The Method of Simulated Scores for the Estimation of LDV Models V A Hajivassiliou and DL McFadden
May 1997
Paper No' EM/1997/328:
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Tags: limited dependent variable models; simulation estimation; gibbs resampling

Econometrics Paper
Testing Game-Theoretic Models of Price Fixing Behaviour V A Hajivassiliou
March 1997
Paper No' EM/1997/324:
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Tags: price-fixing; trigger-price mechanism; switching regression models; measurement errors; simulation estimation.