Asymptotic properties for a simulated pseudo maximum likelihood estimator
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- Christian Gouriéroux & Alain Monfort, 1991. "Simulation Based Inference in Models with Heterogeneity," Annals of Economics and Statistics, GENES, issue 20-21, pages 69-107.
- Ramos, Rogelio Q. & Pantula, Sastry G., 1995. "Estimation of nonlinear random coefficient models," Statistics & Probability Letters, Elsevier, vol. 24(1), pages 49-56, July.
- Andrews, Donald W K, 1987. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]," Econometrica, Econometric Society, vol. 55(6), pages 1465-1471, November.
- repec:adr:anecst:y:1991:i:20-21:p:04 is not listed on IDEAS
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Keywords
Nonlinear mixed-effects models;Statistics
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