Entropic Latent Variable Integration via Simulation
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- Susanne M. Schennach, 2014. "Entropic Latent Variable Integration via Simulation," Econometrica, Econometric Society, vol. 82(1), pages 345-385, January.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
- Manuel Arellano & Stéphane Bonhomme, 2015.
"Nonlinear Panel Data Estimation via Quantile Regression,"
- Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(04), pages 947-987, August.
- Firpo, Sergio & Galvao, Antonio F. & Song, Suyong, 2017. "Measurement errors in quantile regression models," Journal of Econometrics, Elsevier, vol. 198(1), pages 146-164.
- Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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Keywordsmethod of moments; latent variables; unobservables; partial indentification; entropy; simulations; least-favourable family;
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