Reddit reviews Simulation-Based Econometric Methods (OUP/CORE Lecture Series)

So this isn’t an exact answer, but your question was kinda open-ended so I hope this a nudge in the right direction.

First off, the field of computational economics is a thing. However, it mostly is concerned with microeconomic problems that can easily be classified as “algorithmic game theory” (eg how to efficiently determine the winner of an auction). While that’s not all that’s popular in the field, that’s primarily what it is. So this might not be helpful, but I wanted to at least mention it. EDIT: actually, if you poke around that Wikipedia page enough, but might find something to help you.

Second, what you’re looking for is going to be resources about Method of Simulated Moments, Indirect Inference, and other such Econometric methods used for Structural Modeling and Computation. Now, these methods are used for estimating parameters of complex models where the parameters can’t be estimated using some kind of regression model or data is only available in aggregated form. Obviously the properties of these estimators are not what you’re concerned with. However, in order to implement these estimators, the following procedure is used: 1) guess parameters, 2) simulate the model, 3) compare the simulated data to the observed/aggregated data, 4) change the parameters you guessed and repeat until you match the simulated data to the observed data. As such, resources for implementing these estimators should cover aspects about how to efficiently simulate the model.

I bolded “should” because in actuality, there are very few good resources for this area of economics. I’ve taken some classes in the area, and I can confirm that there’s basically one textbook available and it’s not the best. I mean, simply viewing the two Wikipedia pages I included should give you a feel for how (un)popular of an area this is. (However, it is becoming more popular now that even cheap computers can run estimations of simple models). So unfortunately, the best I can tell you is good luck, and I hope I’ve given you enough keywords to help with your search. I believe u/ECTD is working on a dissertation right now that either uses these techniques or is researching them, so he/she might be able to give you some better resources.