Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
收藏NBER1996-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0194
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资源简介：
The possibility of exact maximum likelihood estimation of many observation-driven models remains an open question. Often only approximate maximum likelihood estimation is attempted, because the unconditional density needed for exact estimation is not known in closed form. Using simulation and
提供机构：
美国国家经济研究局
创建时间：
1996-04-01
