| Titre | Le pseudo-maximum de vraisemblance théorique et simulé. Application au cas des modèles de déséquilibre | |
|---|---|---|
| Auteur | Ferhat Mihoubi, Salima Hamouche, Riadh Ben Jelili | |
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Revue | Economie et prévision |
| Numéro | no 112, 1994/1 | |
| Rubrique / Thématique | Méthodes |
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| Page | 149-174 | |
| Résumé anglais |
Theoretical and Simulated Pseudo Maximum Likelihood Applied to Disequilibrium Models,
by Riadh Ben Jelili, Salima Hamouche and Ferhat Mihoubi.
This methodological note takes an example to explain the use of the theoretical and simulated pseudo maximum likelihood estimation method. This relatively flexible method can be applied to a wide range of static and dynamic non-linear models. It provides highly satisfactory estimates at a low calculation cost. Essentially non-linear disequilibrium models illustrate the value of such a procedure. Key Words:
Pseudo maximum likelihood, simulation or Monte Carlo method, latent models, Kullback discriminant information, canonical disequilibrium models, lagged latent variables, micromarkets, labour market. Source : Éditeur (via Persée) |
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| Article en ligne | http://www.persee.fr/web/revues/home/prescript/article/ecop_0249-4744_1994_num_112_1_5659 |
