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Applied Economics Letters Volume 29, 2022 - Issue 18
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Research Article

Sequential Monte Carlo estimation for Present-Value model

Yong Lia School of Economics, Renmin University of China, Beijing, ChinaView further author information
,
Zhusheng Loub Hanqing Advanced Institution of Economics and Finance, Renmin University of China, Beijing, China;c School of Finance, Renmin University of China, Beijing, ChinaView further author information
,
Qiaosen Zhangb Hanqing Advanced Institution of Economics and Finance, Renmin University of China, Beijing, China;c School of Finance, Renmin University of China, Beijing, ChinaCorrespondence[email protected]
View further author information
&
Mingzhi Zhangb Hanqing Advanced Institution of Economics and Finance, Renmin University of China, Beijing, China;c School of Finance, Renmin University of China, Beijing, ChinaView further author information
Pages 1702-1708 | Published online: 01 Aug 2021

References

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  • Li, Y., J. Yu, and T. Zeng. 2020. “Deviance Information Criterion for Latent Variable Models and Misspecified Models.” Journal of Econometrics 216 (2): 450–493. doi:10.1016/j.jeconom.2019.11.002.
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