Entropic Latent Variable Integration via Simulation

DOI10.3982/ECTA9748MaRDI QIDQ5417250zbMATH OpenOpenAlexWikidataFDO

Authors Susanne M. Schennach

Publication date 16 May 2014

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta9748

zbMATH Keywords

entropygeneralized methods of momentsinfinite-dimensional nuisance parametersMetropolis algorithmsimulationunobserved variables

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

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Cited in

(20)

• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
• Convolution without independence
• Counterfactual prediction in complete information games: point prediction under partial identification
• Measurement errors in quantile regression models
• Existence and characterization of conditional density projections
• Partial identification by extending subdistributions
• Specification testing with estimated variables
• Moment conditions for the quadratic regression model with measurement error
• Minimizing sensitivity to model misspecification
• ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
• Independent Nonlinear Component Analysis
• Counterfactual sensitivity and robustness
• An approximated exponentially tilted empirical likelihood estimator of moment condition models
• Powerful t-tests in the presence of nonclassical measurement error
• A class of semiparametric tests of treatment effect robust to confounder measurement error
• Instrumental variables inference in a small-dimensional VAR model with dynamic latent factors
• A Revealed Preference Approach to Identification and Inference in Producer-Consumer Models
• Counterfactual identification and latent space enumeration in discrete outcome models
• Optimally-transported generalized method of moments
• A user's guide for inference in models defined by moment inequalities

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