Nonparametric estimation of non-exchangeable latent-variable models
DOI10.1016/j.jeconom.2017.08.006zbMath1377.62105OpenAlexW2745940148MaRDI QIDQ1676371
Koen Jochmans, Jean-Marc Robin, Stéphane Bonhomme
Publication date: 7 November 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/lpag9391598uoauqu4u9opq76
wage dynamicspanel datahidden Markov modelsunobserved heterogeneitynonparametric estimationlatent variable modelsfinite mixturesmultivariate models
Applications of statistics to economics (62P20) Density estimation (62G07) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)
Related Items (3)
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