A smooth likelihood simulator for dynamic disequilibrium models
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Cites work
- scientific article; zbMATH DE number 3837235 (Why is no real title available?)
- scientific article; zbMATH DE number 3816888 (Why is no real title available?)
- scientific article; zbMATH DE number 3942890 (Why is no real title available?)
- scientific article; zbMATH DE number 3793969 (Why is no real title available?)
- A Computationally Practical Simulation Estimator for Panel Data
- A Markov model for switching regressions
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- Classification probabilities for the disequilibrium model
- Disequilibrium econometrics in dynamic models
- Econometric disequilibrium models∗
- Econometrics
- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
- Estimation in a disequilibrium model and the value of information
- Maximum Likelihood Methods for Models of Markets in Disequilibrium
- Methods of Estimation for Markets in Disequilibrium: A Further Study
- Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Patents as Options: Some Estimates of the Value of Holding European Patent Stocks
- Simulated Moments Estimation of Markov Models of Asset Prices
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
- Simulation-based inference. A survey with special reference to panel data models
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
- The likelihood function and a test for serial correlation in a disequilibrium market model
Cited in
(4)- Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
- Convergence Properties of the Likelihood of Computed Dynamic Models
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