Superconsistent estimation and inference in structural econometric models using extreme order statistics.
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Publication:1858955
DOI10.1016/S0304-4076(02)00116-1zbMath1043.62103MaRDI QIDQ1858955
Stephen G. Donald, Harry J. Paarsch
Publication date: 17 February 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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