Extremum estimation and numerical derivatives

DOI10.1016/j.jeconom.2014.05.019zbMath1337.62057OpenAlexW258440335MaRDI QIDQ2354853

Han Hong, Denis Nekipelov, Aprajit Mahajan

Publication date: 27 July 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.05.019

zbMATH Keywords

entropy conditionnumerical derivativestochastic equicontinuity

Mathematics Subject Classification ID

Related Items (11)

Estimating derivatives of function-valued parameters in a class of moment condition models ⋮ Gaussian processes for history-matching: application to an unconventional gas reservoir ⋮ INTEGRATED SCORE ESTIMATION ⋮ A fast resample method for parametric and semiparametric models ⋮ Inference of local regression in the presence of nuisance parameters ⋮ Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference ⋮ Higher-order properties of approximate estimators ⋮ Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap ⋮ The numerical delta method ⋮ Indirect inference with a non-smooth criterion function ⋮ Estimation of spatial sample selection models: a partial maximum likelihood approach

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