Simulation‐based likelihood inference for limited dependent processes

• 1 June 1998
• journal article
• Published by Oxford University Press (OUP) in The Econometrics Journal
• Vol. 1  (1) , C174-C202
• https://doi.org/10.1111/1368-423x.11010

Abstract

Keywords

• DISEQUILIBRIUM MODELS
• MARKOV CHAIN MONTE CARLO
• SCAN SAMPLER
• TOBIT MODEL