Estimation of heterogeneous agent models : a likelihood approach
Year of publication: |
2023
|
---|---|
Authors: | Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Wang, Mu-Chun |
Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 85.2023, 2, p. 304-330
|
Subject: | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Makroökonometrie | Macroeconometrics | Statistische Verteilung | Statistical distribution |
-
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang, (2015)
-
Record data from Kies distribution and related statistical inferences
Al-Olaimat, Nesreen M., (2021)
-
Distributionally robust inverse covariance estimation : the Wasserstein shrinkage estimator
Viet Anh Nguyen, (2022)
- More ...
-
Estimation of heterogeneous agent models: A likelihood approach
Parra-Alvarez, Juan Carlos, (2020)
-
Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach
Parra-Alvarez, Juan Carlos, (2017)
-
Estimation of Heterogeneous Agent Models : A Likelihood Approach
Parra-Alvarez, Juan Carlos, (2020)
- More ...