I'm reading a paper by Stephane Adjémian on DSGE modeling with a zero lower bound for the nominal interest rate, and he's using what he describes as the simulated method of moments / extended path. Has anyone worked with these techniques? What would you say is the next step toward gaining familiarity with them for someone who has a bit of a background in GMM estimation.
I know that the main paper is McFadden (1989), but does anyone know of a textbook treatment of this material? I'd like to avoid having to worry about probability theory if possible.