Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price Auctions via Simulated Method of Moments∗ Herman J. Bierens† and Hosin Song‡ Department of Economics

Source URL: creates.au.dk

Economics Discussion Paper Series EDP-1505 GMM and Indirect Inference: An appraisal of their connections and new results on their properties

Source URL: www.socialsciences.manchester.ac.uk

• Statistical theory
• Statistical inference
• M-estimators
• Generalized method of moments
• Maximum likelihood
• Estimator
• Method of simulated moments
• Asymptotic theory
• Instrumental variable
• Statistics
• Estimation theory
• Econometrics

Flexible Bayesian Analysis of First Price Auctions Using a Simulated Likelihood Dong-Hyuk Kim∗ May 7, 2014 Abstract

Source URL: qeconomics.org

• M-estimator
• Auction theory
• Bayes estimator
• Generalized method of moments
• Dimensional analysis
• Fisher information
• Estimation theory
• Statistics
• Maximum likelihood

Flexible Bayesian Analysis of First Price Auctions Using a Simulated Likelihood Dong-Hyuk Kim∗ May 7, 2014 Abstract

Source URL: www.qeconomics.org

• M-estimator
• Auction theory
• Bayes estimator
• Generalized method of moments
• Dimensional analysis
• Fisher information
• Estimation theory
• Statistics
• Maximum likelihood

Dis­­cus­­si­­on Paper No[removed]Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments Philipp Eisenhauer, James J. Heckman,

Source URL: ftp.zew.de

• Maximum likelihood
• Method of simulated moments
• Structural estimation
• M-estimator
• Discrete choice
• Choice modelling
• Likelihood function
• Statistics
• Estimation theory
• Economics