Maximum simulated likelihood estimation: techniques and applications in economics

DOI10.1007/978-3-642-20859-1_5MaRDI QIDQ3020439zbMATH OpenOpenAlexFDO

Authors Ivan Jeliazkov, Alicia Lloro

Publication date 4 August 2011

Published in Computational Optimization, Methods and Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-20859-1_5

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Numerical methods for integral equations (65R20)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 50742 (Why is no real title available?)
• scientific article; zbMATH DE number 1237531 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• ATTAINABLE CLAIMS IN A MARKOV MARKET
• An introduction to copulas. Properties and applications
• Copula modeling: An introduction for practitioners
• Discrete Choice Methods with Simulation
• Efficient Bayesian inference for Gaussian copula regression models
• MCMC perspectives on simulated likelihood estimation
• Marginal Likelihood from the Gibbs Output
• Markov chains for exploring posterior distributions. (With discussion)

Cited in

(5)

• SIMULATED MAXIMUM LIKELIHOOD APPLIED TO NON-GAUSSIAN AND NONLINEAR MIXED EFFECTS AND STATE-SPACE MODELS
• scientific article; zbMATH DE number 1943891 (Why is no real title available?)
• A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model
• Maximum likelihood estimation of finite mixture model for economic data
• MCMC perspectives on simulated likelihood estimation

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