Pages that link to "Item:Q738137"
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The following pages link to Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137):
Displayed 17 items.
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies (Q494378) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- Generalized indirect inference for discrete choice models (Q1754519) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Solving dynamic discrete choice models using smoothing and sieve methods (Q2043237) (← links)
- Estimation of agent-based models using Bayesian deep learning approach of BayesFlow (Q2246641) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- Mining the hidden link structure from distribution flows for a spatial social network (Q2424644) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)