The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models
著者
書誌事項
The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models
（Foundations and trends in econometrics, 7:1）
now Publishers, c2014
大学図書館所蔵 全1件
注記
Includes bibliographical references (p.111-120)
内容説明・目次
内容説明
Takes a straightforward approach to illustrating the value of the CML method for the estimation of discrete and mixed dependent variable models in Econometrics. This monograph discusses theoretical aspects of CML methods, provides an overview of developments and applications of the CML inference approach, and explains why the approach can be particularly very effective for the estimation and analysis of high-dimensional heterogeneous data. In addition, it provides a blueprint (complete with matrix notation) to apply the CML estimation technique to a wide variety of discrete and mixed dependent variable model systems.
目次
Introduction. Application to Traditional Discrete Choice Models. Application to Joint Mixed Model Systems. Conclusions.
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