Maximum Simulated Likelihood Estimation: Techniques and Applications in Economics

DOI10.1007/978-3-642-20859-1_5zbMath1218.90008OpenAlexW64130582MaRDI QIDQ3020439

Alicia Lloro, Ivan Jeliazkov

Publication date: 4 August 2011

Published in: Computational Optimization, Methods and Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-20859-1_5

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical methods for integral equations (65R20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

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• Efficient Bayesian inference for Gaussian copula regression models
• An introduction to copulas. Properties and applications
• Markov chains for exploring posterior distributions. (With discussion)
• Copula Modeling: An Introduction for Practitioners
• ATTAINABLE CLAIMS IN A MARKOV MARKET
• Marginal Likelihood from the Gibbs Output
• MCMC perspectives on simulated likelihood estimation
• Discrete Choice Methods with Simulation

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