Simulated maximum likelihood estimation in transition models
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Publication:6166858
DOI10.1111/1368-423x.11008MaRDI QIDQ6166858
Publication date: 7 July 2023
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.11008
simulated maximum likelihood; discrete choice; transition data; Monte-Carlo experiments; importance sampling density; incomplete observation scheme
62-XX: Statistics