Simulation-based Inference in Econometrics: Simulation-based inference in econometrics: methods and applications

Part I. Simulation-Based Inference in Econometrics, Methods and Applications: Introduction Melvyn Weeks 1. Simulation-based inference in econometrics: motivation and methods Steven Stern Part II. Microeconometric Methods: Introduction Melvyn Weeks 2. Accelerated Monte Carlo integration: an application to dynamic latent variable models Jean-Francois Richard and Wei Zhang 3. Some practical issues in maximum simulated likelihood Vassillis A. Hajivassiliou 4. Bayesian inference for dynamic discrete choice models without the need for dynamic programming John Geweke and Miochael Keane 6. Bayesian analysis of the multinomial probit model Peter E. Rossi and Robert E. McCulloch Part III. Time Series Methods and Models: Introduction Til Schuermann 7. Simulated moment methods for empirical equivalent martingale measures Bent Jesper Christensen and Nicholas M. Kiefer 8. Exact maximum likelihood estimation of observation-driven econometric models Francis X. Diebold and Til Schuermann 9. Simulation-based inference in non-linear state space models: application to testing the permanent income hypothesis Roberto S. Mariano and Hisashi Tanizaki 10. Simulation-based estimation of some factor models in econometrics Vance L. Martin and Adrian R. Pagan 11. Simulation-based Bayesian inference for economic time series John Geweke Part IV. Other Areas of Application and Technical Issues: Introduction Roberto S. Mariano 12. A comparison of computational methods for hierarchical methods in customer survey questionnaire data Eric T. Bradlow 13. Calibration by simulation for small sample bias correction Christian Gourieroux, Eric Renault and Nizar Touzi 14. Simulation-based estimation of a nonlinear, latent factor aggregate production function Lee Ohanian, Giovanni L. Violante, Per Krusell, Jose-Victor Rios-Rull 15. Testing calibrated general equilibrium models Fabio Canova and Eva Ortega 16. Simulation variance reduction for bootstrapping Bryan W. Brown Index.