• Graduate program
  • Research
  • Summer School
  • Events
    • Summer School
      • Applied Public Policy Evaluation
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From preference to choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
  • Magazine

08-021/2 - Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation

  • Author
    André A. Monteiro, VU University Amsterdam, and University of Western Australia
  • Publication date
    February 27, 2008
  • Keywords
    Multi-state Duration models; Parameter Driven models; Simulated Maximum Likelihood; Importance Sampling
  • JEL
    C15; C32; C33; C41
Download here