Notes
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Econometrics and Statistics
- Introduction to Sequential Monte Carlo Methods
- Maximum Simulated Likelihood
- The Metropolis-Hastings Algorithm
- The Kalman Filter
- Auxiliary Particle Filter
Scientific Computing and Numerical Methods
Datasets
Books and Articles
- Aradillas-López and Tamer (2008): “The Identification Power of Equilibrium in Simple Games,” Journal of Business and Economic Statistics 26, 261–283.
- Crisan (2001): “Particle Filters—A Theoretical Perspective”
- Graham, Imbens, and Ridder (2006): “Complementarity and Aggregate Implications of Assortative Matching,” Unpublished manuscript, University of California, Berkeley.
- Heckman and Honoré (1989): “The Identifiability of the Competing Risks Model,” Biometrika 76, 325–330.
- Melnikov (2001): “Demand for Differentiated Durable Products: The Case of the U.S. Computer Printer Market,” Unpublished manuscript, Yale University.
- Pakes (1986): Patents as Options: Some Estimates of the Value of Holding European Patent Stocks. Econometrica 54, 755—784.