Simulated non-parametric estimation of dynamic models

Review of Economic Studies

Volumn 76, Issue 2, 2009, Pages 413-450

  Altissimo, Filippo ^a   Mele, Antonio ^b  

^a CEPR ^*  (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EFFICIENCY MEASUREMENT; ESTIMATION METHOD; FINANCIAL SYSTEM; MARKOV CHAIN; MAXIMUM LIKELIHOOD ANALYSIS; METHODOLOGY; PARAMETERIZATION;

EID: 64149087365     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1111/j.1467-937X.2008.00527.x     Document Type: Article

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