We develop a convergence analysis of a multilevel algorithm combining higher order quasi-Monte Carlo (QMC) quadratures with general Petrov-Galerkin discretizations of countably affine parametric ...
Journal of Applied Econometrics, Vol. 10, No. 2 (Apr. - Jun., 1995), pp. 187-200 (14 pages) We propose a general strategy to estimate semi-parametrically simultaneous equations with limited dependent ...