Indirect inference with a non-smooth criterion function
David T. Frazier, Tatsushi Oka, Dan Zhu
| Year of publication: |
2019
|
|---|---|
| Authors: | Frazier, David T. ; Oka, Tatsushi ; Zhu, Dan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 2, p. 623-645
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| Subject: | Discontinuous objective functions | Dynamic discrete choice models | Indirect inference | Simulation estimators | Diskrete Entscheidung | Discrete choice | Simulation | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304119