Constrained estimation using penalization and MCMC
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Publication:2116360
DOI10.1016/j.jeconom.2021.02.004OpenAlexW3158055354MaRDI QIDQ2116360
A. Ronald Gallant, Michael P. Leung, Han Hong, Jessie Li
Publication date: 16 March 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.02.004
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Uses Software
Cites Work
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