Simulation Methods

Manski & Lerman (1977) “The estimation of choice probabilities from choice based samples”

Ackerberg (2001) “A new use of importance sampling to reduce computational burden in simulation estimation”

Chernozhukov and Hong (2002) “An MCMC approach to classical estimation”

Bajari, Hong and Ryan (2007) “Identification and estimation of discrete games of complete information”

Ruud (1991) “Extensions of estimation methods using the EM algorithm”

McFadden (1989) “A method of simulated moments for estimation of discrete response models without numerical integration”

McCulloch and Rossi (1994) “An exact likelihood analysis of the multinomial probit model”