Small Data: Inference with Occasionally Observed States
成果类型：
Article; Early Access
署名作者：
Gilch, Alexandros; Lanz, Andreas; Muller, Philipp; Reich, Gregor; Wilms, Ole
署名单位：
University of Bonn; University of Zurich; University of Hamburg; Tilburg University
刊物名称：
MANAGEMENT SCIENCE
ISSN/ISSBN：
0025-1909
DOI：
10.1287/mnsc.2022.00246
发表日期：
2025
关键词：
maximum likelihood estimation
occasional state observations
recursive likelihood function integration
interpolation
numerical quadrature
Markov models
dynamic discrete choice models
long-run risk models
摘要：
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