A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
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Publication:5719159
DOI10.1017/S0266466604204054zbMath1081.62107MaRDI QIDQ5719159
Jean-David Fermanian, Bernard Salanié
Publication date: 17 January 2006
Published in: Econometric Theory (Search for Journal in Brave)
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62G05: Nonparametric estimation
65C20: Probabilistic models, generic numerical methods in probability and statistics
65C05: Monte Carlo methods
Related Items
Efficient estimation of general dynamic models with a continuum of moment conditions, Efficient simulation-based minimum distance estimation and indirect inference
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