Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties

DOI10.1016/0304-4076(94)90021-3zbMath0807.62094OpenAlexW1555840567MaRDI QIDQ1329129

Guy Laroque, Bernard Salanié

Publication date: 1 March 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90021-3

zbMATH Keywords

consistencyasymptotic normalityimportance samplingasymptotic resultsreviewfull information maximum likelihoodpseudo maximum likelihoodfinite samplessimulation-based inferencecanonical disequilibrium modelFIMLsecond-order PML method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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