Browsing Centre for Applied Macro- and Petroleum economics (CAMP) by Subject "composite likelihood"
Now showing items 1-1 of 1
(CAMP Working Paper Series Paper No. 10/2018;, Working paper, 2018-10-08)We describe how to use the composite likelihood to ameliorate estimation, computational, and inferential problems in dynamic stochastic general equilibrium models. We present a number of situations where the methodology ...