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econ.EM2020
Weak Identification in Discrete Choice Models
David T. Frazier, Eric Renault, Lina Zhang +1
We study the impact of weak identification in discrete choice models, and provide insights into the determinants of identification strength in these models. Using these insights, w…
econ.EM2020
Approximate Maximum Likelihood for Complex Structural Models
Veronika Czellar, David T. Frazier, Eric Renault
Indirect Inference (I-I) is a popular technique for estimating complex parametric models whose likelihood function is intractable, however, the statistical efficiency of I-I estima…