Estimation by Simulation
Bibliographic Data
| ID | 19318722 |
|---|---|
| Authors | Daniel Mcfadden (0000-0003-3183-7922), Paul A Ruud |
| Year | 1994 |
| Volume | 76 |
| Issue | 4 |
| Pages | 591 |
| Publication date | 1994-11-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | The Review of Economics and Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0034-6535 • E-ISSN: 1530-9142 |
| Publisher | JSTOR (PUBLISHER) |
| DOI | 10.2307/2109765 |
| OpenAlex | W1996685454 |
| Language | EN |
| Citations received | 11 |
| References cited | 1 |
The authors extend Daniel McFadden's (1989) method of simulated moments to approximating efficient estimators in general estimation problems. The general approach applies a simulated bias correction to an approximation of the efficient score. They discuss a general trade-off in estimator inefficiency between bias correction and moment approximation. Copyright 1994 by MIT Press
Econometrics · Economics · Estimation · Statistics · Advanced Statistical Methods and Models · Computer Science · Mathematics · Statistical Methods and Bayesian Inference · Statistical Methods and Inference
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| Unique citing works | 11 |
|---|---|
| Citations per year | 0.39 |
| Citation span | 1998 - 2020 (23) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 11 |