A new use of importance sampling to reduce computational burden in simulation estimation
Year of publication: |
2009
|
---|---|
Authors: | Ackerberg, Daniel A. |
Published in: |
Quantitative marketing and economics : QME. - Dordrecht [u.a.] : Springer Science + Business Media, ISSN 1570-7156, ZDB-ID 2114104-6. - Vol. 7.2009, 4, p. 343-376
|
Subject: | Marktforschung | Market research | Simulation | Schätztheorie | Estimation theory | Computerunterstützung | Computerized method | Theorie | Theory |
-
A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation
Ackerberg, Daniel A., (2011)
-
A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation
Ackerberg, Daniel A., (2001)
-
Vector computers, Monte Carlo simulation and regression analysis : an introduction
Kleijnen, Jack P. C., (1992)
- More ...
-
Improved jive estimators for overidentified linear models with and without heteroskedasticity
Ackerberg, Daniel A., (2008)
-
Identification of time and risk preferences in buy price auctions
Ackerberg, Daniel A., (2017)
-
Comment on “Olley and Pakes‐style Production Function Estimators with Firm Fixed Effects”*
Ackerberg, Daniel A., (2020)
- More ...