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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~person:"Monfort, Alain"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Amtsdruckschrift"
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Maximum likelihood estimation
Maximum-Likelihood-Schätzung
Estimation theory
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Time series analysis
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Composite Likelihood
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Consistency
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Estimation
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Pseudo Maximum Likelihood
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Schock
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Composite Pseudo-Likelihood
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Monfort, Alain
Koopman, Siem Jan
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Fiorentini, Gabriele
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Sentana, Enrique
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Pesaran, M. Hashem
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Zakoïan, Jean-Michel
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Christiano, Lawrence J.
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Francq, Christian
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Gorgi, Paolo
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Gouriéroux, Christian
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Lacroix, Guy
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Rahbek, Anders
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Shephard, Neil G.
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Taylor, Robert
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Vigfusson, Robert J.
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Yun, Myeong-Su
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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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
4
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
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