Iterative and Recursive Estimation in Structural Nonadaptive Models
Work
Year: 2003
Type: article
Abstract: An inference method, called latent backfitting, is proposed. This method appears well suited for econometric models where the structural relationships of interest define the observed endogenous variab... more
Institutions University of Bologna, Laboratoire d’Économie d’Orléans, Université d'Orléans, Université de Montréal, Center for Interuniversity Research and Analysis on Organizations
Cites: 104
Cited by: 67
Related to: 10
FWCI: 2.077
Citation percentile (by year/subfield): 95.95
Subfield: Finance
Domain: Social Sciences
Open Access status: green