Identification-robust simulation-based inference in joint discrete/continuous models for energy markets

Computational Statistics and Data Analysis

Volumn 52, Issue 6, 2008, Pages 3148-3161

  Bolduc, Denis ^a   Khalaf, Lynda ^b   Moyneur, Érick ^a  

^a UNIVERSITÉ LAVAL   (Canada)

^b CARLETON UNIVERSITY   (Canada)

Author keywords

Discrete choice; Discrete continuous model; Electricity market; Energy demand; Maximum simulated likelihood; Mixed logit discrete choice model; Weak identification

Indexed keywords

COMPUTER SIMULATION; DATA STRUCTURES; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBLEM SOLVING;

HETEROSKEDASTICITY; MULTI-DIMENSIONALITY;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 39049159231     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.09.022     Document Type: Article

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