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- W4309296783 abstract "Abstract I discuss various ways in which inference based on the estimation of the parameters of statistical models (reduced-form estimation) can be combined with inference based on the estimation of the parameters of economic models (structural estimation). I discuss five basic categories of integration: directly combining the two methods, using statistical models to simplify structural estimation, using structural estimation to extend the validity of reduced-form results, using reduced-form techniques to assess the external validity of structural estimations, and using structural estimation as a sample selection remedy. I illustrate each of these methods with examples from corporate finance, banking, and personal finance. I conclude by exploring the role of robust estimation techniques in structural estimation in corporate finance." @default.
- W4309296783 created "2022-11-25" @default.
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- W4309296783 date "2022-11-18" @default.
- W4309296783 modified "2023-09-28" @default.
- W4309296783 title "Integrating Structural and Reduced-Form Methods in Empirical Finance" @default.
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- W4309296783 doi "https://doi.org/10.1093/jjfinec/nbac036" @default.
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