Hi, does any one have notice of any Stata routine that could be applied to running a Method of Simulated Moments, also known as Simulated Method of Moments? For references, Cameron and Trivedi Microeconometrics Methods and Applications, 2005, pp. 398-402, Kenneth Train "Discrete Choice Methods with Simulation, 2003, pp.243-246, McFadden, Econometrica 1989, pp.995-1026; Pakes and Pollard, Econometrica 1989, p.1027-1057. Only the first reference has an example in Stata; it is not a package, and they make a lot of disclaimers on it; I am a bit afraid of using it.
Thanks a lot.. Eduardo
Thanks a lot.. Eduardo
