Estimation by Simulation.

A-Tier
Journal: Review of Economics and Statistics
Year: 1994
Volume: 76
Issue: 4
Pages: 591-608

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The authors extend Daniel McFadden's (1989) method of simulated moments to approximating efficient estimators in general estimation problems. The general approach applies a simulated bias correction to an approximation of the efficient score. They discuss a general trade-off in estimator inefficiency between bias correction and moment approximation. Copyright 1994 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:76:y:1994:i:4:p:591-608
Journal Field
General
Author Count
2
Added to Database
2026-01-26