A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states

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Publication:1706441

DOI10.1016/j.jeconom.2017.04.004zbMath1386.62074OpenAlexW2771159797MaRDI QIDQ1706441

A. Ronald Gallant, Ahmed Khwaja, Han Hong

Publication date: 22 March 2018

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.04.004




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