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Open Access item 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
Appears in Collections:(IAE) Informes y documentos de trabajo

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