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Simulation‐based likelihood inference for limited dependent processes

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Publication:6166861
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DOI10.1111/1368-423x.11010MaRDI QIDQ6166861

Unnamed Author, Neil Shephard

Publication date: 7 July 2023

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


zbMATH Keywords

Markov chain Monte CarloTobit modeldisequilibrium modelsscan sampler


Mathematics Subject Classification ID

Statistics (62-XX)


Related Items

Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results ⋮ Estimation of dynamic models with nonparametric simulated maximum likelihood ⋮ Forgetting the initial distribution for hidden Markov models



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