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Sequential estimation of the minimum of a random variable

✍ Scribed by Marek Mȩczarski


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
91 KB
Volume
3
Category
Article
ISSN
0167-7152

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Hsiao (1989, J. Econometrics 41, 159-185) proposes a minimum distance estimator in estimating the structural nonlinear errors-in-varaibles models. We propose a simulated minimum distance estimator that is consistent and resolves the computational di culty involved in the minimum distance estimator.