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Estimation of dynamic models with nonparametric simulated maximum likelihood

✍ Scribed by Dennis Kristensen; Yongseok Shin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Simulated Maximum Likelihood Estimation

✍ Thierry Kamionka 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 281 KB

Full maximum likelihood estimation of dy

✍ Philippe J. Deschamps 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 982 KB

Simulated maximum likelihood estimation

✍ Murat K. Munkin; Pravin K. Trivedi 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 133 KB

Sharp rates of convergence of maximum li

✍ Rolf-Dieter Reiss 📂 Article 📅 1984 🏛 Springer 🌐 English ⚖ 430 KB

Maximum Likelihood Estimation in Dynamic

✍ J. Guedj; R. Thiébaut; D. Commenges 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

Maximum-likelihood estimation of misspec

✍ Gregory C. Chow 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 305 KB