An adversarial approach to structural estimation

DOI10.3982/ECTA18707MaRDI QIDQ6536781zbMATH OpenFDO

Authors Tetsuya Kaji, Elena Manresa, Guillaume Allaire Pouliot

Publication date 14 May 2024

Published in Econometrica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3982/ECTA18707

zbMATH Keywords

efficient estimationgenerative adversarial networksneural networkssimulation-based estimationstructural estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

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Cites work

• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
• An adversarial approach to structural estimation
• An Efficient Semiparametric Estimator for Binary Response Models
• Simulation and the Asymptotics of Optimization Estimators
• Weak convergence and empirical processes. With applications to statistics

Cited in

(2)

• An adversarial approach to structural estimation
• Learning to simulate sequentially generated data via neural networks and Wasserstein training

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