Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510)
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scientific article; zbMATH DE number 7534707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal Likelihood Estimation with the Cross-Entropy Method |
scientific article; zbMATH DE number 7534707 |
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Marginal Likelihood Estimation with the Cross-Entropy Method (English)
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31 May 2022
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dynamic factor model
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importance sampling
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logit
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model selection
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probit
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time-varying parameter vector autoregressive model
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