Maximization by parts in extremum estimation

DOI10.1111/ectj.12046OpenAlexW2119509149MaRDI QIDQ5091822

Sergio Pastorello, Eric Renault, Yanqin Fan

Publication date: 27 July 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12046

zbMATH Keywords

generalized method of momentsmaximum likelihoodextremum estimatorsstructural econometricsimplied-states GMMiterative backfitting methods

Mathematics Subject Classification ID

Statistics (62-XX)

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