Simulated maximum likelihood estimation in transition models
From MaRDI portal
Publication:6166858
DOI10.1111/1368-423x.11008OpenAlexW2059485084MaRDI QIDQ6166858
Publication date: 7 July 2023
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.11008
simulated maximum likelihooddiscrete choicetransition dataMonte-Carlo experimentsimportance sampling densityincomplete observation scheme
This page was built for publication: Simulated maximum likelihood estimation in transition models