Marginal Likelihood Estimation with the Cross-Entropy Method
Year of publication: |
2012
|
---|---|
Authors: | Chan, Joshua ; Eisenstat, Eric |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | importance sampling | model selection | probit | logit | time-varying parameter vector autoregressive model | dynamic factor model |
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