Maximum Simulated Likelihood Estimation: Techniques and Applications in Economics

DOI10.1007/978-3-642-20859-1_5zbMATH Open1218.90008OpenAlexW64130582MaRDI QIDQ3020439FDOQ3020439

Alicia Lloro, Ivan Jeliazkov

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)

Cites Work

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• An introduction to copulas. Properties and applications
• Markov chains for exploring posterior distributions. (With discussion)
• Efficient Bayesian inference for Gaussian copula regression models
• Marginal Likelihood from the Gibbs Output
• Copula modeling: An introduction for practitioners
• Discrete Choice Methods with Simulation
• ATTAINABLE CLAIMS IN A MARKOV MARKET
• MCMC perspectives on simulated likelihood estimation

Cited In (2)

• Maximum likelihood estimation of finite mixture model for economic data
• Title not available (Why is that?)

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