Estimation of dynamic models with nonparametric simulated maximum likelihood
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Publication:738137
DOI10.1016/J.JECONOM.2011.09.042zbMath1441.62785OpenAlexW3121736260MaRDI QIDQ738137
Yongseok Shin, Dennis Kristensen
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://discovery.ucl.ac.uk/1340726/1/Kristensen_AAM_estimation_of_dynamic_models_with_nonparametric.pdf
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