For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...
We propose a new approach to simulate the likelihood of the sequential search model. By allowing search costs to be heterogeneous across consumers and products, we directly compute the joint ...
This is a preview. Log in through your library . Abstract In this paper we investigate a broader semiparametric two-sample density ratio model based on two groups of right-censored data. A ...
This is a preview. Log in through your library . Abstract Asymptotic properties of maximum likelihood estimates have been studied so far mainly in the case of independent observations. In this paper ...