Approximate maximum likelihood for complex structural models

@article{Czellar2021ApproximateML,
  title={Approximate maximum likelihood for complex structural models},
  author={Veronika Czellar and David T. Frazier and {\'E}ric Renault},
  journal={Journal of Econometrics},
  year={2021}
}
1 Citations

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We develop a general simulation-based inference procedure for partially specified models. Our procedure is based on matching auxiliary statistics to simulated counterparts where nuisance parameters

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