Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
D Bolduc, L Khalaf, É Moyneur - Computational statistics & data analysis, 2008 - Elsevier
… Our results call for caution in interpreting standard simulation-based inference with D/C-based models. The fact remains that two-step MSL is currently the method of choice for such …
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… Our results call for caution in interpreting standard simulation-based inference with D/C-based models. The fact remains that two-step MSL is currently the method of choice for such …