Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties (Q1329129)

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Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
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    Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties (English)
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    1 March 1995
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    simulation-based inference
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    importance sampling
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    consistency
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    asymptotic normality
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    review
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    canonical disequilibrium model
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    full information maximum likelihood
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    pseudo maximum likelihood
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    asymptotic results
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    finite samples
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    FIML
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    second-order PML method
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