Golan, Amos - In: Studies in Nonlinear Dynamics & Econometrics 7 (2003) 4, pp. 1174-1174
Given the objective of estimating the unknown parameters of a possibly nonlinear dynamic model using a finite (and relatively small) data set, it is common to use a Kalman filter Maximum Likelihood (ML) approach, ML-type estimators or more recently a GMM (Imbens, Spady and Johnson, 1998), BMOM...
