Alexandros Gilch

University of Bonn

Regina-Pacis-Weg 3

Postfach 2220

Bonn, D-53012

Germany

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

"Small Data": Inference with Occasionally Observed States

HEC Paris Research Paper No. MKG-2020-1380
Number of pages: 62 Posted: 14 Jan 2025
University of Bonn, University of Basel - Faculty of Business and Economics, Accenture AG, Tsumcor Research AG and University of Hamburg
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Abstract:

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maximum likelihood estimation, occasional state observations, recursive likelihood function integration, interpolation, numerical quadrature, Markov models, dynamic discrete choice models, long-run risk models