A smooth likelihood simulator for dynamic disequilibrium models

Journal of Econometrics

Volumn 78, Issue 2, 1997, Pages 257-294

  Lee, Lung Fei ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Dynamic disequilibrium model; Maximum simulated likelihood estimator; Monte Carlo experiments; Regime classification; Smooth likelihood simulator

Indexed keywords

EID: 0010352322     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(96)00013-9     Document Type: Article

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