The method of simulated scores (MSS) is presented for estimating limited dependent variables models (LDV) with flexible correlation structure in the unobservables. The authors propose simulators that are continuous in the unknown parameter vectors, and hence standard optimization methods can be...

This paper proposes a simple modification of a conventional generalized method of moments estimator for a discrete response model, replacing response probabilities that require numerical integration with estimators obtained by Monte Carlo simulation. This method of simulated moments does not...