Efficient high-dimensional importance sampling
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Publication:289225
DOI10.1016/j.jeconom.2007.02.007zbMath1420.65005OpenAlexW2120606562MaRDI QIDQ289225
Wei Zhang, Jean-Francois Richard
Publication date: 27 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.econ.pitt.edu/fantin/papers/efficientHD-import-sampling.pdf
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