The Annals of Statistics, Vol. 26, No. 3 (Jun., 1998), pp. 1147-1169 (23 pages) This paper provides a comparative sensitivity analysis of one-step Newton-Raphson estimators for linear regression. Such ...
We develop a new approach using market-level data to model, identify, and estimate a dynamic discrete choice demand model for durable goods with continuous unobserved product-specific state variables.
It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...
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