Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators
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References listed on IDEAS
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Cited by:
- Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
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More about this item
Keywords
Indirect inference; simulation-based minimum distance estimation; non-parametric maximum likelihood; density estimation; efficiency;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-01-03 (Econometrics)
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