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See:
Description
Interface Summary | |
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mcmcFunction | This interface defines the methods for the statistical function needed in the LTE estimator method of Hong and Chernozhukov. |
Class Summary | |
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gibbsLTEGeneralizedQuiet | Implementation of the LTE optimization/estimation method proposed in Chernozhukov and Hong (2003). |
Contains an implementation of the Laplace-type estimator/optimizer from Chernozhukov and Hong (2003).
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