Pairwise likelihood inference for general state space models

Econometric Reviews

Volumn 28, Issue 1-3, 2009, Pages 170-185

  Varin, Cristiano ^a   Vidoni, Paolo ^b  

^a CA' FOSCARI UNIVERSITY OF VENICE   (Italy)

^b UNIVERSITY OF UDINE   (Italy)

Author keywords

Composite likelihood; Efficiency; Pairwise likelihood; Pseudolikelihood; Regime switching; State space model; Tobit model

Indexed keywords

EID: 58149127824     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930802388009     Document Type: Conference Paper

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