Comment on “ Iterative and Recursive Estimation in Structural Non - Adaptive Models ”

نویسندگان

  • Sergio Pastorello
  • Valentin Patilea
  • Eric Renault
  • Jun Pan
چکیده

This paper constitutes a serious attempt to develop a new inference method for structural models with latent variables. In addition to tackling some difficult econometric issues, it is carefully executed with thoughtful discussions on many detailed issues. Overall, I see this article as a nice addition to the literature that focuses on the development of efficient and feasible econometric methods for structural models. My comments will revolve around one very basic question: as a practicing econometrician, under what situation will I choose the proposed latent backfitting method over existing approaches?

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تاریخ انتشار 2003