Likelihood estimation and inference in a class of nonregular econometric models

Econometrica

Volumn 72, Issue 5, 2004, Pages 1445-1480

  Chernozhukov, Victor ^a   Hong, Han ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b DUKE UNIVERSITY   (United States)

Author keywords

Bayes; Computational complexity; Epi convergence; Extreme value theory; Frequentist validity of posterior; Insufficiency of maximum likelihood; Point process

Indexed keywords

BAYES; EPI-CONVERGENCE; EXTREME VALUE THEORY; FREQUENTIST VALIDITY OF POSTERIOR; INSUFFICIENCY OF MAXIMUM LIKELIHOOD; POINT PROCESS;

COMPUTATIONAL COMPLEXITY; CONVERGENCE OF NUMERICAL METHODS; JOB ANALYSIS; MAXIMUM LIKELIHOOD ESTIMATION; REGRESSION ANALYSIS; WAGES;

ECONOMIC AND SOCIAL EFFECTS;

EID: 4444268259     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2004.00540.x     Document Type: Article

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