A Nonparametric Simulated Maximum Likelihood Estimation Method
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Bibliographic InfoPaper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 2001-13.
Date of creation: 2001
Date of revision:
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- Dennis Kristensen & Yongseok Shin, 2008.
"Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood,"
CREATES Research Papers
2008-58, School of Economics and Management, University of Aarhus.
- Kristensen, Dennis & Shin, Yongseok, 2012. "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
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