Marginal likelihood estimation with the cross-entropy method
Year of publication: |
2015
|
---|---|
Authors: | Chan, Joshua ; Eisenstat, Eric |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 1/5, p. 256-285
|
Subject: | Dynamic factor model | Importance sampling | Logit | Model selection | Probit | Time-varying parameter | vector autoregressive model | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Schätzung | Estimation | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis | Logit-Modell | Logit model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Probit-Modell | Probit model |
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