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...

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Detalles Bibliográficos

Publicado en:	AEA Papers & Proceedings Vol. 111; pp. 626 - 631
Autores principales:	FORNERON, JEAN-JACQUES, NG, SERENA
Formato:	Artículo
Publicado:	American Economic Association May2021
Materias:	Stochastic difference equations Inferential statistics Asymptotic distribution Mathematical optimization Newton-Raphson method Resampling (Statistics)
Acceso en línea:	Ver este registro en EBSCOhost