Pairwise Likelihood Inference for General State Space Models
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Publication:3615083
DOI10.1080/07474930802388009zbMath1161.62061OpenAlexW2032554831MaRDI QIDQ3615083
Publication date: 17 March 2009
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930802388009
regime switchingefficiencystate space modelcomposite likelihoodpairwise likelihoodTobit modelpseudolikelihood
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