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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