Approximate maximum likelihood for complex structural models

  title={Approximate maximum likelihood for complex structural models},
  author={Veronika Czellar and David T. Frazier and {\'E}ric Renault},
  journal={Journal of Econometrics},
1 Citations

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Estimators obtained by maximizing a likelihood function are studied in the case where the true p.d.f. does not necessarily belong to the family chosen for the likelihood function. When such a