Approximate maximum likelihood for complex structural models
Year of publication: |
[2021]
|
---|---|
Authors: | Czellar, Veronika ; Frazier, David T. ; Renault, Eric |
Publisher: |
Coventry, United Kingdom : University of Warwick, Department of Economics |
Subject: | Equality Restrictions | Constrained Inference | Indirect Inference | Generalized Tobit;Markov-Switching Multifractal Models | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Induktive Statistik | Statistical inference | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
Approximate maximum likelihood for complex structural models
Czellar, Veronika, (2022)
-
Cate, Arie ten, (2018)
-
Estimation and inference for high dimensional factor model with regime switching
Urga, Giovanni, (2024)
- More ...
-
Approximate maximum likelihood for complex structural models
Czellar, Veronika, (2022)
-
Indirect inference with(out) constraints
Frazier, David T., (2020)
-
Indirect inference with(out) constraints
Frazier, David T., (2020)
- More ...