A smooth likelihood simulator for dynamic disequilibrium models
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Publication:1362499
DOI10.1016/S0304-4076(96)00013-9zbMath0900.62651MaRDI QIDQ1362499
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Monte Carlo experimentsdynamic disequilibrium modelmaximum simulated likelihood estimatorregime classificationsmooth likelihood simulator
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Cites Work
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