Maximization by parts in extremum estimation
Year of publication: |
2015
|
---|---|
Authors: | Fan, Yanqin ; Pastorello, Sergio ; Renault, Eric |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 2, p. 147-171
|
Subject: | Extremum estimators | Generalized method of moments | Implied-states GMM | Iterative backfitting methods | Maximum likelihood | Structural econometrics | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Ökonometrie | Econometrics |
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