Lee, Lung-Fei - In: Econometric Theory 11 (1995) 03, pp. 437-483
In this article, we investigate a bias in an asymptotic expansion of the simulated maximum likelihood estimator introduced by Lerman and Manski (pp. 305–319 in C. Manski and D. McFadden (eds.), <italic>Structural Analysis of Discrete Data with Econometric Applications</italic>, Cambridge: MIT Press, 1981) for...