Marginal likelihood estimation with the cross-entropy method
Joshua C. C. Chan and Eric Eisenstat
| Year of publication: |
2015
|
|---|---|
| Authors: | Chan, Joshua ; Eisenstat, Eric |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 1/5, p. 256-285
|
| Subject: | Dynamic factor model | Importance sampling | Logit | Model selection | Probit | Time-varying parameter | vector autoregressive model | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation | Logit-Modell | Logit model | VAR-Modell | VAR model | Probit-Modell | Probit model | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Modellierung | Scientific modelling | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011373293