Higher-order properties of approximate estimators
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Publication:524814
DOI10.1016/j.jeconom.2016.10.008zbMath1395.62359OpenAlexW1644217155MaRDI QIDQ524814
Dennis Kristensen, Bernard Salanié
Publication date: 26 April 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.10.008
numerical approximationhigher-order expansionsimulation-based estimationbias adjustmentextremum estimatorsmixed logit model
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)
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