Likelihood Estimation and Inference in a Class of Nonregular Econometric Models

DOI10.1111/j.1468-0262.2004.00540.xzbMath1091.62135OpenAlexW2154357865MaRDI QIDQ5475051

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-0262.2004.00540.x

zbMATH Keywords

computational complexity epi-convergence point processes extreme value theory frequentist validity of posteriors insufficiency of maximum likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Bayesian inference (62F15) General nonlinear regression (62J02) Estimation and detection in stochastic control theory (93E10)

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