Estimation and Inference by Stochastic Optimization: Three Examples.
The article discusses about Stochastic Optimization. Topics of discussion includes Bootstrap inference approximates the asymptotic distribution but requires repeated optimization. Newton-Raphson algorithm provides consistent estimates and valid standard errors in optimizer. A resampling-based indire...
| Publicado en: | AEA Papers & Proceedings Vol. 111; pp. 626 - 631 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
American Economic Association
May2021
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |
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