Approximate maximum likelihood for complex structural models
Year of publication: |
2022
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Authors: | Czellar, Veronika ; Frazier, David T. ; Renault, Eric |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 231.2022, 2, p. 432-456
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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 |
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