Maximization by parts in extremum estimation

DOI10.1111/ECTJ.12046MaRDI QIDQ5091822zbMATH OpenOpenAlexFDO

Authors Yanqin Fan, Sergio Pastorello, Eric Renault

Publication date 27 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ectj.12046

zbMATH Keywords

extremum estimatorsgeneralized method of momentsimplied-states GMMiterative backfitting methodsmaximum likelihoodstructural econometrics

Mathematics Subject Classification ID

Statistics (62-XX)

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