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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail"
~person:"Simoni, Anna"
~person:"Zakoïan, Jean-Michel"
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Maximum likelihood estimation
Estimation theory
2
Maximum-Likelihood-Schätzung
2
Schätztheorie
2
Bayes factor consistency
1
Bayes-Statistik
1
Bayesian inference
1
Bernstein-von Mises theorem
1
Conditional Heteroskedasticity
1
Consistency
1
Count regression
1
Estimating Equations
1
Estimation
1
Exponentially Titled Empirical Likelihood
1
Generalized Method of Moments
1
Heteroscedasticity
1
Heteroskedastizität
1
Identification
1
KullbackLeibler divergence
1
Marginal Likelihood
1
Method of moments
1
Model comparison
1
Momentenmethode
1
Pseudo-Maximum Likelihood
1
Räumliche Interaktion
1
Schätzung
1
Spatial Interactions
1
Spatial interaction
1
Stochastic Volatility
1
Stochastic process
1
Stochastischer Prozess
1
Transformation Model
1
Volatility
1
Volatilität
1
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Working Paper
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Simoni, Anna
Zakoïan, Jean-Michel
Gouriéroux, Christian
3
Monfort, Alain
3
Bec, Frédérique
1
Bohn Nielsen, Heino
1
Chib, Siddhartha
1
Dalalyan, Arnak S.
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Fermanian, Jean-David
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Poignard, Benjamin
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Royer, Julien
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Sai͏̈di, Sarra
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Sebbar, Mehdi
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Shin, Minchul
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Série des documents de travail
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Bayesian empirical likelihood estimation and comparison of moment condition models
Chib, Siddhartha
;
Shin, Minchul
;
Simoni, Anna
-
2016
-
This version: June, 2016
Persistent link: https://www.econbiz.de/10011855311
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