Estimation of dynamic latent variable models using simulated non‐parametric moments

DOI10.1111/J.1368-423X.2012.00387.XOpenAlexW3124249513MaRDI QIDQ5093194

Dennis Kristensen, Michael Creel

Publication date: 26 July 2022

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2012.00387.x

zbMATH Keywords

kernel regressionsimulation-based estimationnon-parametric estimationsimulated momentsdynamic latent variable models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Higher-order properties of approximate estimators

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