Bibliography

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2

Lerman, S. and C.F. Manski (1981) ``On the Use of Simulated Frequencies to Approximate Choice Probabilities'' in C.F. Manski and D. McFadden (eds.) Structural Analysis of Discrete Data with Econometric Applications MIT Press.

3

McFadden, D. (1991) ``A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration'' Econometrica 57-5 995-1026.

4

Pakes, A. and Pollard, D. (1989) ``Simulation and the Asymptotics of Simulation Estimators'' Econometrica 57-5 1027-1058.

5

Keane, M. (1994) ``A Computationally Practical Simulation Estimator for Panel Data'' Econometrica 62 95-116.

6

Gourieroux, C. and A. Monfort (1993) ``Simulation-based inference: A Survey with Special Reference to Panel Data Models'' Journal of Econometrics 59 5-33.

7

Hajivassiliou, V. McFadden, D. and P. Ruud (1991) ``Simulation of Multivariate Normal Orthant Probabilities: Methods and Programs'' working paper, Yale University.

8

Hajivassiliou, V. and D. McFadden (1990) ``The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crises'' Cowles Discussion Paper 967.

9

Boersch-Supan, A. and V. Hajivassiliou (1990) ``Smooth, Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models'' Cowles Foundation Paper 960.

10

Stern, S. (1992) ``A method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models'' 60-4 943-952.

11

Duffie, D. and K. Singleton (1989) ``Simulated Moments Estimation of Markov Models of Asset Prices'' manuscript, Stanford University.

12

Ingram, B. and B. Lee (1991) ``Estimation by Simulation'' Journal of Econometrics

13

Danielsson, J. (1992) ``Stochastic Volatility in Asset Prices: Estimation with Simulated Maximum Likelihood'' manuscript, Universit of Iceland.

14

Lee, L.F. (1996) ``Simulated Maximum Likelihood Estimation of Dynamic Discrete Choice Statistical Models -- Some Monte Carlo Results'' forthcoming, Journal of Econometrics.

Econometric Models for Count Data