Estimation and inference by stochastic optimization
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DOI: 10.1016/j.jeconom.2023.105638
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More about this item
Keywords
Stochastic gradient descent; M-estimation; m out of n and multiplier bootstrap;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
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