Superconsistent estimation and inference in structural econometric models using extreme order statistics.

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)

zbMATH Keywords

Monte Carlo; structural econometrics; maximum-likelihood estimators; parameter-support problems

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

Related Items

Identification and estimation in sequential, asymmetric, English auctions, Semiparametric identification and estimation in multi-object, English auctions, Simulation based selection of competing structural econometric models, Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation, Bayesian estimation approaches to first-price auctions, Indirect inference in structural econometric models, Nonparametric ``regression when errors are positioned at end-points, Superconsistent estimation and inference in structural econometric models using extreme order statistics., Structural Econometric Methods in Auctions: A Guide to the Literature, Estimation in Nonparametric Regression with Non-Regular Errors

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