A smooth likelihood simulator for dynamic disequilibrium models

DOI10.1016/S0304-4076(96)00013-9zbMATH Open0900.62651MaRDI QIDQ1362499FDOQ1362499

Authors: Lung-fei Lee 

Publication date: 12 August 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

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zbMATH Keywords

Monte Carlo experimentsdynamic disequilibrium modelmaximum simulated likelihood estimatorregime classificationsmooth likelihood simulator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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Cited In (3)

• Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
• 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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