Displaying 3 results from an estimated 3 matches for "2xt".
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2x
2011 Apr 10
1
MLE where loglikelihood function is a function of numerical solutions
Hi there,
I'm trying to solve a ML problem where the likelihood function is a function
of two numerical procedures and I'm having some problems figuring out how to
do this.
The log-likelihood function is of the form L(c,psi) = 1/T sum [log (f(c,
psi)) - log(g(c,psi))], where c is a 2xT matrix of data and psi is the
parameter vector. f(c, psi) is the transition density which can be
approximated. The problem is that in order to approximate this we need to
first numerically solve 3 ODEs. Second, numerically solve 2 non-linear
equations in two unknowns wrt the data. The g(c,psi) func...
2002 Oct 30
1
Crontab ??
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2003 Jun 26
1
HELP
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