Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
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Publication:5475051
DOI10.1111/j.1468-0262.2004.00540.xzbMath1091.62135MaRDI QIDQ5475051
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1468-0262.2004.00540.x
computational complexity; epi-convergence; point processes; extreme value theory; frequentist validity of posteriors; insufficiency of maximum likelihood
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62F15: Bayesian inference
62J02: General nonlinear regression
93E10: Estimation and detection in stochastic control theory
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