MCMC perspectives on simulated likelihood estimation

DOI10.1108/S0731-9053(2010)0000026005MaRDI QIDQ3295687zbMATH OpenFDO

Authors Ivan Jeliazkov, Esther Hee Lee

Publication date 10 July 2020

Published in Maximum Simulated Likelihood Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/S0731-9053(2010)0000026005

zbMATH Keywords

Markov chain Monte Carlo (MCMC) algorithmmultivariate discrete data analysis

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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• The MCMC and SML estimation of a self-selection model with two outcomes

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