MCMC perspectives on simulated likelihood estimation

DOI10.1108/S0731-9053(2010)0000026005zbMath1443.62154MaRDI QIDQ3295687

Esther Hee Lee, Ivan Jeliazkov

Publication date: 10 July 2020

Published in: Maximum Simulated Likelihood Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carlo (MCMC) algorithmmultivariate discrete data analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Causal inference from observational studies (62D20)

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Maximum Simulated Likelihood Estimation: Techniques and Applications in Economics ⋮ Misspecified discrete choice models and Huber-White standard errors

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