Pairwise Likelihood Inference for General State Space Models

DOI10.1080/07474930802388009zbMath1161.62061OpenAlexW2032554831MaRDI QIDQ3615083

Paolo Vidoni, Cristiano Varin

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

zbMATH Keywords

regime switchingefficiencystate space modelcomposite likelihoodpairwise likelihoodTobit modelpseudolikelihood

Mathematics Subject Classification ID

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