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Título : SNM Guide
Autor : Creel, Michael, Kristensen, Dennis
Palabras clave : Econometric software
Dynamic latent variable models
Simulation-based estimation
Simulated moments
Kernel regression
Nonparametric estimation
Fecha de publicación : 12-Nov-2009
Resumen: 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.
Descripción : JEL codes: C87; C13; C14; C15
Versión del editor:
Citación : UFAE and IAE Working Papers ; 793.09
Appears in Collections:(IAE) Informes y documentos de trabajo

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