Estimation of dynamic models with nonparametric simulated maximum likelihood
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- Estimation of stochastic volatility models via Monte Carlo maximum likelihood
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Cited in
(28)- A Sieve-SMM Estimator for Dynamic Models
- Closed-form approximations of moments and densities of continuous-time Markov models
- Estimation of ergodic agent-based models by simulated minimum distance
- Estimation of financial agent-based models with simulated maximum likelihood
- Estimation by simulation of monotone dynamical systems
- Some remarks on CCP-based estimators of dynamic models
- Simulation-based estimation of dynamic models with continuous equilibrium solutions
- Estimating the DINA model parameters using the No‐U‐Turn Sampler
- Estimation of partial differential equations with applications in finance
- Generalized indirect inference for discrete choice models
- Efficient estimation and filtering for multivariate jump-diffusions
- Estimation of dynamic latent variable models using simulated non-parametric moments
- Recovering the real-world density and liquidity premia from option data
- Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
- The sparse method of simulated quantiles: An application to portfolio optimization
- Diffusion copulas: identification and estimation
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
- Solving dynamic discrete choice models using smoothing and sieve methods
- Simulation and evaluation of the distribution of interest rate risk
- Estimation of agent-based models using Bayesian deep learning approach of BayesFlow
- Simulated likelihood estimators for discretely observed jump-diffusions
- Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies
- Simulated Non-Parametric Estimation of Dynamic Models
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- Estimation of heuristic switching in behavioral macroeconomic models
- Mining the hidden link structure from distribution flows for a spatial social network
- Higher-order properties of approximate estimators
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