Entropic Latent Variable Integration via Simulation

DOI10.3982/ECTA9748zbMath1343.62014OpenAlexW2102770545WikidataQ64026118 ScholiaQ64026118MaRDI QIDQ5417250

Susanne M. Schennach

Publication date: 16 May 2014

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta9748

zbMATH Keywords

entropysimulationMetropolis algorithmgeneralized methods of momentsinfinite-dimensional nuisance parametersunobserved variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

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Counterfactual prediction in complete information games: point prediction under partial identification ⋮ Specification testing with estimated variables ⋮ Minimizing sensitivity to model misspecification ⋮ ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY ⋮ Independent Nonlinear Component Analysis ⋮ Partial identification by extending subdistributions ⋮ Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects ⋮ Convolution without independence ⋮ Measurement errors in quantile regression models ⋮ EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS ⋮ Moment conditions for the quadratic regression model with measurement error

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