Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
, like simulated maximum likelihood, method of simulated moments
or Markov chain Monte Carlo (MCMC) techniques. Because of … proposed,
including generalized method of moments (Melino & Turnbull 1990), quasi-maximum like-
lihood estimation (Harvey, Ruiz …, & Shephard 1994), efficient method of moments (Gallant,
Hsie, & Tauchen 1997), simulated maximum likelihood (Danielsson 1994) and …