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Please use this identifier to cite or link to this item: http://hdl.handle.net/10261/35487
Title: SNM Guide
Authors: Creel, Michael; Kristensen, Dennis
Keywords: Econometric software
Dynamic latent variable models
Simulation-based estimation
Simulated moments
Kernel regression
Nonparametric estimation
Issue Date: 12-Nov-2009
Citation: UFAE and IAE Working Papers ; 793.09
Abstract: This is a guide that explains how to use software that implements the simulated nonparametric moments (SNM) estimator proposed by Creel and Kristensen (2009). The guide shows how results of that paper may easily be replicated, and explains how to install and use the software for estimation of simulable econometric models.
Description: JEL codes: C87; C13; C14; C15
Publisher version (URL): http://pareto.uab.es/wp/2009/79309.pdf
URI: http://hdl.handle.net/10261/35487
Appears in Collections:(IAE) Informes y documentos de trabajo
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