4.28 Lectures on Simulation-Assisted Statistical
Inference

This series of lectures provides a semester-length introduction to
statistical estimation using simulation methods, and to relevant parts
of numerical analysis.  These lecture notes are designed for an
advanced topics course in econometrics, and for researchers.  The
lectures contain substantial blocks of new material, particularly on
statistical properties of simulation estimators and on the behavior of
recursive simulation systems.  The lectures ve been submitted to
Springer for publication in their lecture note series, and have been
accepted subject to substantial revisions that include adding examples
and explanations that make the theoretical parts more accessible, and
adding empirical applications.