Approximate maximum likelihood for complex structural models (Q2106374)

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scientific article; zbMATH DE number 7633047
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English
Approximate maximum likelihood for complex structural models
scientific article; zbMATH DE number 7633047

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    Approximate maximum likelihood for complex structural models (English)
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    14 December 2022
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    equality restrictions
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    constrained inference
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    indirect inference
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    generalized Tobit
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    Markov-switching multifractal models
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