Identification-robust simulation-based inference in joint discrete/continuous models for energy markets

Bolduc, D. (Denis), L. Khalaf (Lynda A.) and Moyneur, É. (Érick)

2008-02-20

Computational Statistics and Data Analysis , Volume 52 - Issue 6 p. 3148- 3161

Additional Metadata
Keywords	Discrete choice, Discrete/continuous model, Electricity market, Energy demand, Maximum simulated likelihood, Mixed-logit discrete-choice model, Weak identification
Persistent URL	dx.doi.org/10.1016/j.csda.2007.09.022
Journal	Computational Statistics and Data Analysis
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Bolduc, D. (Denis), Khalaf, L, & Moyneur, É. (Érick). (2008). Identification-robust simulation-based inference in joint discrete/continuous models for energy markets. Computational Statistics and Data Analysis, 52(6), 3148–3161. doi:10.1016/j.csda.2007.09.022

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