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econ.EM2023
Occasionally Misspecified
Jean-Jacques Forneron
When fitting a particular Economic model on a sample of data, the model may turn out to be heavily misspecified for some observations. This can happen because of unmodelled idiosyn…
econ.EM2023★ 1 cited
Convexity Not Required: Estimation of Smooth Moment Condition Models
Jean-Jacques Forneron, Liang Zhong
Generalized and Simulated Method of Moments are often used to estimate structural Economic models. Yet, it is commonly reported that optimization is challenging because the corresp…
econ.EM2023★ 2 cited
Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
Jean-Jacques Forneron
A practical challenge for structural estimation is the requirement to accurately minimize a sample objective function which is often non-smooth, non-convex, or both. This paper pro…