Indirect inference with endogenously missing exogenous variables
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Publication:1754511
DOI10.1016/j.jeconom.2018.03.005zbMath1452.62203OpenAlexW2397653724WikidataQ130067338 ScholiaQ130067338MaRDI QIDQ1754511
Saraswata Chaudhuri, David T. Frazier, Eric Renault
Publication date: 31 May 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2016s-15.pdf
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10)
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Monte Carlo evidence on the estimation method for industry dynamics ⋮ Empirical asset pricing with multi-period disaster risk: a simulation-based approach ⋮ Indirect inference with a non-smooth criterion function
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