Indirect inference with a non-smooth criterion function
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Publication:2330740
DOI10.1016/j.jeconom.2019.06.003zbMath1452.62906arXiv1708.02365OpenAlexW2888834154WikidataQ127524861 ScholiaQ127524861MaRDI QIDQ2330740
David T. Frazier, Tatsushi Oka, Dan Zhu
Publication date: 23 October 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.02365
indirect inferencesimulation estimatorsdynamic discrete choice modelsdiscontinuous objective functions
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)
Related Items
Global implicit function theorems and the online expectation–maximisation algorithm, Indirect inference for locally stationary models, Approximate maximum likelihood for complex structural models
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