Minimum sliced distance estimators are consistent and asymptotically normal in nonregular econometric models with parameter-dependent supports, unlike maximum likelihood estimators.
Bowlus, Nicholas M
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Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models
Minimum sliced distance estimators are consistent and asymptotically normal in nonregular econometric models with parameter-dependent supports, unlike maximum likelihood estimators.