Efficient Simulation and Integrated Likelihood Estimation in State Space Models

Speaker: 
Ivan Jeliazkov, University of California, Irvine
Date and Time: 
Wednesday, November 11, 2009 - 12:30pm

The Department of Economics' Econometrics Workshop presents:

“Efficient Simulation and Integrated likelihood estimation in State Space Models”
with Ivan Jeliazkov, University of California, Irvine

November 11, 2009
12:30-2:00 p.m.
Social Science Plaza B, Room 3266

For further information, please visit http://www.economics.uci.edu/index.php?p=172 or contact Vanessa Roche, vroche@uci.edu.