Efficient importance sampling for ML estimation of SCD models

Luc Bauwens and Fausto Galli

No 2088, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2009-01-01
Note: In : Computational Statistics and Data Analysis, 53(6), 1974-1992, 2009
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Related works:
Journal Article: Efficient importance sampling for ML estimation of SCD models (2009)
Working Paper: Efficient importance sampling for ML estimation of SCD models (2007)
Working Paper: Efficient importance sampling for ML estimation of SCD models (2007)
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