Indirect inference with endogenously missing exogenous variables

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

zbMATH Keywords

missing at randomdiscrete choice modelsindirect inferenceinverse probability weighting

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (3)

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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