Kristensen, D and Shin, Y (2012) Estimation of dynamic models with nonparametric simulated maximum likelihood. Journal of Econometrics , 167 (1) 76 - 94.
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| Type: | Article |
|---|---|
| Title: | Estimation of dynamic models with nonparametric simulated maximum likelihood |
| UCL classification: | UCL > School of Arts and Social Sciences > Faculty of Social and Historical Sciences > Economics |
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