Finite mixture distributions, sequential likelihood and the EM algorithm

Econometrica

Volumn 71, Issue 3, 2003, Pages 933-946

  Arcidiacono, Peter ^a   Jones, John Bailey ^b  

^a DUKE UNIVERSITY   (United States)

^b STATE UNIVERSITY OF NEW YORK   (United States)

Author keywords

Dynamic discrete choice; EM algorithm; Mixture distributions; Unobserved heterogeneity

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; MAXIMUM LIKELIHOOD ESTIMATION; THEOREM PROVING;

BAYES THEOREM; DYNAMIC DISCRETE CHOICE; FINITE MIXTURE DISTRIBUTIONS;

PROBABILITY DISTRIBUTIONS;

EID: 0038278839     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00431     Document Type: Article

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