Estimation of dynamic models with nonparametric simulated maximum likelihood
Year of publication: |
2012
|
---|---|
Authors: | Kristensen, Dennis ; Shin, Yongseok |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 167.2012, 1, p. 76-94
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Simulation |
-
Huh, Keun, (1991)
-
Simulated ML estimation of financial agent-based models
Baruník, Jozef, (2016)
-
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
Kristensen, Dennis, (2008)
- More ...
-
Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis, (2012)
-
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
Kristensen, Dennis, (2008)
-
Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis, (2012)
- More ...