Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data
Year of publication: |
2013-10-29
|
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Authors: | Cagnone, Silvia ; Bartolucci, Francesco |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | AR(1) | categorical longitudinal data | Gaussian-Hermite quadrature | limited dependent variable models | stochastic volatility model |
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