SML Estimation in Transition Models (revision du 96.10.413)

In this paper we analyse the problem of the modelling of individual transitions in presence of an incomplete sampling scheme. This problem is particularly cumbersome when a continuous-time scale is used for the modelling and when the model incorporates unobserved heterogeneity. This problem arises for instance when the observation is made at some fixed time points or stops on an interval of time.

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Year of publication:	1998
Authors:	Kamionka, T.
Institutions:	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
Subject:	MAXIMUM LIKELIHOOD \| SIMULATION \| SAMPLING

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Series:	Toulouse - GREMAQ.
Type of publication:	Book / Working Paper
Notes:	26 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C19 - Econometric and Statistical Methods: General. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005639427