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 ...

This paper proposes three methods for computing the exact likelihood function of multivariate moving average models. Each method utilizes the structure of the covariance matrix in a different way.

In this paper, parametric and empirical likelihood functions or surfaces are compared. In particular, first- and second-order expansions for log likelihood functions are developed in nonparametric and ...

and is the normal probability function. This is the likelihood function for a binary probit model. This likelihood is strictly positive so that you can take a square root of and use this as your ...