SML Estimation in Transition Models (revision du 96.10.413)

T. Kamionka

Working Papers from Toulouse - GREMAQ

Abstract: 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.

Keywords: MAXIMUM LIKELIHOOD; SIMULATION; SAMPLING (search for similar items in EconPapers)
JEL-codes: C10 C13 C19 (search for similar items in EconPapers)
Pages: 26 pages
Date: 1998
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:gremaq:98.a

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