Gao, Jiti; Hong, Han - Department of Econometrics and Business Statistics, … - 2014
Estimation of unknown parameters and functions involved in complex nonlinear econometric models is a very important … issue. Existing estimation methods include generalised method of moments (GMM) by Hansen (1982) and others, efficient method …), and nonparametric simulated maximum likelihood estimation (NSMLE) method by Creel and Kristensen (2011), and Kristensen …