Identification-robust simulation-based inference in joint discrete/continuous models for energy markets

DOI10.1016/j.csda.2007.09.022zbMath1452.62887OpenAlexW2072196320MaRDI QIDQ1023649

Denis Bolduc, Érick Moyneur, Lynda Khalaf

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.09.022

zbMATH Keywords

electricity marketdiscrete choiceweak identificationenergy demandmaximum simulated likelihooddiscrete/continuous modelmixed-logit discrete-choice model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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On the precision of Calvo parameter estimates in structural NKPC models ⋮ Estimation uncertainty in structural inflation models with real wage rigidities ⋮ The effect of rounding on payment efficiency ⋮ Finite sample multivariate tests of asset pricing models with coskewness ⋮ Editorial: Special issue on statistical and computational methods in finance

Cites Work

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