Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
From MaRDI portal
Recommendations
- Parametric and nonparametric inference in equilibrium job search models
- Likelihood estimation and inference in threshold regression
- Reference Bayesian inference in nonregular models.
- Bayesian inference in models based on equilibrium search theory
- Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
Cited in
(41)- Bayesian beta regression for bounded responses with unknown supports
- A hybrid data cloning maximum likelihood estimator for stochastic volatility models
- Empirical relevance of ambiguity in first-price auctions
- Uneven two-sided power distributions with applications in econometric models
- Selection of KL neighbourhood in robust Bayesian inference
- Asymptotic equivalence for nonparametric regression with non-regular errors
- Extremal quantile treatment effects
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- Unobserved heterogeneity in auctions under restricted stochastic dominance
- Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
- Posterior contraction rates for support boundary recovery
- Predictive probability matching priors for a certain non-regular model
- On optimal designs for nonregular models
- Bayesian variance estimation in the Gaussian sequence model with partial information on the means
- Asymptotic theory of the adaptive sparse group Lasso
- Frontier estimation in nonparametric location-scale models
- Structural econometric methods in auctions: a guide to the literature
- Manipulation of the running variable in the regression discontinuity design: a density test
- Simulation based selection of competing structural econometric models
- The bootstrap in threshold regression
- Estimation in Nonparametric Regression with Non-Regular Errors
- SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
- Adaptive estimation of the threshold point in threshold regression
- Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions
- Indirect inference in structural econometric models
- Recent Advances in Estimating Nonlinear Models
- Bayesian Likelihood Methods for Estimating the End Point of a Distribution
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
- Nonparametric ``regression when errors are positioned at end-points
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints
- Single-index Thresholding in Quantile Regression
- Bernstein-von Mises theorem and misspecified models: a review
- Threshold Regression With a Threshold Boundary
- Quasi-Bayesian Inference for Production Frontiers
- Dynamic panel threshold spatial durbin model with an application to the relationship between financial development and Green growth
- Identification and inference in first-price auctions with risk-averse bidders and selective entry
- Statistical inference for four-regime segmented regression models
- Likelihood estimation and inference in threshold regression
- Reference priors via -divergence for a certain non-regular model in the presence of a nuisance parameter
- Data cloning: maximum likelihood estimation of DSGE models
- Discontinuities in indirect estimation: an application to EAR models
This page was built for publication: Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5475051)