A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Year of publication: |
Dec. 2006
|
---|---|
Other Persons: | Arellano, Manuel (contributor) ; Hahn, Jinyong (contributor) |
Publisher: |
Madrid |
Subject: | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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