Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
economics monte-carlo-simulation dynamic-programming smm indirect-inference simulated-method-of-moments
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- C++
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simulated-method-of-moments
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Simulation Methods in Econometrics: Theory and Applications in MATLAB is an open-source textbook that aims to bridge the gap between econometric theory and the practical use of simulation techniques. It emphasizes intuition, reproducibility, and accessibility.
bootstrap estimation econometrics monte-carlo-simulation numerical-methods markov-chain-monte-carlo asymptotics importance-sampling statistical-modeling sampling-distribution indirect-inference simulated-method-of-moments econometrics-graduate-course matlab-code teaching-material quasi-random-generator applied-econometrics simulation-methods econometrics-exercices mathworks-matlab
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- MATLAB
Replication materials for Di Nola, Kocharkov and Vasilev (2019), "Envelope wages, hidden production and labor productivity" published in the B.E. Journal of Macroeconomics, De Gruyter, vol. 19(2), pages 1-30, June
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- MATLAB
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