Most dead animal smells do go away as the animal desiccates (dries out). However that will seem like forever. The larger the animal the longer it will take to dry out.
If your home was infested by rats or if you had a large animal like a raccoon die in your home many exterminates will open the wall up and remove the animal.
However this will leave you with a hole in the wall. Luckily there are articles on this site about repairing holes in drywall.
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