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

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
Organisation	Department of Economics
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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