Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
From MaRDI portal
Publication:5475051
DOI10.1111/j.1468-0262.2004.00540.xzbMath1091.62135MaRDI 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
computational complexity; epi-convergence; point processes; extreme value theory; frequentist validity of posteriors; insufficiency of maximum likelihood
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62F15: Bayesian inference
62J02: General nonlinear regression
93E10: Estimation and detection in stochastic control theory
Related Items
Bayesian Likelihood Methods for Estimating the End Point of a Distribution, Manipulation of the running variable in the regression discontinuity design: a density test, Simulation based selection of competing structural econometric models, Adaptive estimation of the threshold point in threshold regression, Indirect inference in structural econometric models, Nonparametric ``regression when errors are positioned at end-points, Likelihood estimation and inference in threshold regression, Discontinuities in indirect estimation: an application to EAR models, Asymptotic equivalence for nonparametric regression with non-regular errors, Frontier estimation in nonparametric location-scale models, Structural Econometric Methods in Auctions: A Guide to the Literature, THE BOOTSTRAP IN THRESHOLD REGRESSION, Estimation in Nonparametric Regression with Non-Regular Errors, SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
