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subject:"Theory"
~subject:"Maximum-Likelihood-Schätzung"
~isPartOf:"Economics letters"
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Maximum-Likelihood-Schätzung
Estimation theory
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135
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Giles, David E. A.
8
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Economics letters
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ECONIS (ZBW)
407
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407
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1
Estimation of spatial autoregressive models for origin-destination flows : a partial likelihood approach
Jeong, Hanbat
;
Lin, Yanli
;
Lee, Lung-fei
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014456221
Saved in:
2
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
3
The "wrong skewness" problem : moment constrained maximum likelihood estimation of the stochastic frontier model
Zhao, Shirong
;
Parmeter, Christopher F.
- In:
Economics letters
221
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014229929
Saved in:
4
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong
;
Liu, Xueyuan
- In:
Economics letters
219
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
Saved in:
5
Latent unbalancedness in three-way gravity models
Czarnowske, Daniel
;
Stammann, Amrei
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473101
Saved in:
6
Confidence intervals for the trade cost parameters of cross-section gravity models
Pfaffermayr, Michael
- In:
Economics letters
201
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607087
Saved in:
7
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
8
On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M.
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
Saved in:
9
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
10
A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation
Zhang, Feipeng
;
Yang, Jiejing
;
Ye, Min
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509387
Saved in:
11
Semiparametric quasi maximum likelihood estimation of the fractional response model
Montoya-Blandón, Santiago
;
Jacho-Chávez, David Tomás
- In:
Economics letters
186
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012500374
Saved in:
12
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
13
Regime switching panel data models with interactive fixed effects
Cheng, Tingting
;
Gao, Jiti
;
Yan, Yayi
- In:
Economics letters
177
(
2019
),
pp. 47-51
Persistent link: https://www.econbiz.de/10012121492
Saved in:
14
QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Zhang, Yuanqing
;
Feng, Shuhui
;
Jin, Fei
- In:
Economics letters
180
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012121730
Saved in:
15
Robust estimation and empirical likelihood inference with exponential squared loss for panel data models
Li, Shaomin
;
Wang, Kangning
;
Ren, Yanyan
- In:
Economics letters
164
(
2018
),
pp. 19-23
Persistent link: https://www.econbiz.de/10011939889
Saved in:
16
A note on the likelihood ratio test on the equality of group frontiers
Huang, Cliff J.
;
Lai, Hung-pin
- In:
Economics letters
155
(
2017
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011821474
Saved in:
17
On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Economics letters
147
(
2016
),
pp. 19-22
Persistent link: https://www.econbiz.de/10011619312
Saved in:
18
Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples
Mozharovskyi, Pavlo
;
Vogler, Jan
- In:
Economics letters
148
(
2016
),
pp. 87-90
Persistent link: https://www.econbiz.de/10011619891
Saved in:
19
Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
Economics letters
138
(
2016
),
pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
Saved in:
20
Maximum likelihood estimation of the revenue function system with output-specific technical efficiency
Kumbhakar, Subal
;
Lai, Hung-pin
- In:
Economics letters
138
(
2016
),
pp. 42-45
Persistent link: https://www.econbiz.de/10011615462
Saved in:
21
The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul
- In:
Economics letters
127
(
2015
),
pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
Saved in:
22
Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle
;
Turatti, Douglas Eduardo
- In:
Economics letters
124
(
2014
)
3
,
pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
Saved in:
23
On the Fisher information matrix of a vector ARMA process
Bao, Yong
;
Hua, Ying
- In:
Economics letters
123
(
2014
)
1
,
pp. 14-16
Persistent link: https://www.econbiz.de/10010399080
Saved in:
24
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa
- In:
Economics letters
123
(
2014
)
3
,
pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
Saved in:
25
Generalized propensity scores for multiple continuous treatment variables
Egger, Peter
;
Ehrlich, Maximilian von
- In:
Economics letters
119
(
2013
)
1
,
pp. 32-34
Persistent link: https://www.econbiz.de/10009727061
Saved in:
26
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
27
Fixed effects maximum likelihood estimation of flexibly parametric proportional hazard model with an application to job exits
Light, Audrey
;
Omori, Yoshiaki
- In:
Economics letters
116
(
2012
)
2
,
pp. 236-239
Persistent link: https://www.econbiz.de/10009674479
Saved in:
28
The treatment effect, the cross difference, and the interaction term in nonlinear "difference-in-differences" models
Puhani, Patrick A.
- In:
Economics letters
115
(
2012
)
1
,
pp. 85-87
Persistent link: https://www.econbiz.de/10009615309
Saved in:
29
On uniqueness of the conditional maximum likelihood estimation for a binary panel model
Akashi, Kentaro
- In:
Economics letters
112
(
2011
)
2
,
pp. 148-150
Persistent link: https://www.econbiz.de/10009243377
Saved in:
30
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
- In:
Economics letters
108
(
2010
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
Saved in:
31
Global identification of the semiparametric BoxCox model
Komunjer, Ivana
- In:
Economics letters
104
(
2009
)
2
,
pp. 53-56
Persistent link: https://www.econbiz.de/10003870156
Saved in:
32
Non-stationary transition matrices : an overlooked issue in intra-distribution dynamics
Hierro, María
;
Maza, Adolfo
- In:
Economics letters
103
(
2009
)
2
,
pp. 107-109
Persistent link: https://www.econbiz.de/10003846739
Saved in:
33
Small sample bias properties of the system GMM estimator in dynamic panel data models
Hayakawa, Kazuhiko
- In:
Economics letters
95
(
2007
)
1
,
pp. 32-38
Persistent link: https://www.econbiz.de/10003448124
Saved in:
34
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
Saved in:
35
How fast did developing country poverty fall during the 1990s? Capabilities-based tests of rival estimates
McLeod, Darryl
- In:
Economics letters
90
(
2006
)
3
,
pp. 297-303
Persistent link: https://www.econbiz.de/10003295212
Saved in:
36
Instrument relevance and efficient estimation with panel data
Boumahdi, Rachid
;
Thomas, Alban
- In:
Economics letters
93
(
2006
)
2
,
pp. 305-310
Persistent link: https://www.econbiz.de/10003391950
Saved in:
37
Bias-corrected estimation in dynamic panel data models with heteroscedasticity
Bun, Maurice J. G.
;
Carree, Martin Anthony
- In:
Economics letters
92
(
2006
)
2
,
pp. 220-227
Persistent link: https://www.econbiz.de/10003360860
Saved in:
38
Nonparametric estimation of asymmetric first price mauctions : a simplified approach
Zhang, Bin
;
Guler, Kemal
- In:
Economics letters
88
(
2005
)
3
,
pp. 318-322
Persistent link: https://www.econbiz.de/10003035376
Saved in:
39
A nonparametric random effects estimator
Henderson, Daniel J.
;
Ullah, Aman
- In:
Economics letters
88
(
2005
)
3
,
pp. 403-407
Persistent link: https://www.econbiz.de/10003035733
Saved in:
40
The distance puzzle : on the interpretation of the distance coefficient in gravity equations
Buch, Claudia M.
;
Kleinert, Jörn
;
Toubal, Farid
- In:
Economics letters
83
(
2004
)
3
,
pp. 293-298
Persistent link: https://www.econbiz.de/10002048629
Saved in:
41
Does Jeffrey's prior alleviate the incidental parameter problem?
Hahn, Jinyong
- In:
Economics letters
82
(
2004
)
1
,
pp. 135-138
Persistent link: https://www.econbiz.de/10001877654
Saved in:
42
A maximum likelihood estimator based on first differences for a panel data Tobit with individual specific effects
Kalwij, Adriaan S.
- In:
Economics letters
81
(
2003
)
2
,
pp. 165-172
Persistent link: https://www.econbiz.de/10001825941
Saved in:
43
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik
- In:
Economics letters
81
(
2003
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Saved in:
44
Discontinuities of weak instrument limiting distributions
Hahn, Jinyong
;
Kuersteiner, Guido M.
- In:
Economics letters
75
(
2002
)
3
,
pp. 325-331
Persistent link: https://www.econbiz.de/10001667185
Saved in:
45
On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.
;
Li, Qi
- In:
Economics letters
76
(
2002
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001671967
Saved in:
46
Jackknife minimum distance estimation
Kézdi, Gábor
;
Hahn, Jinyong
;
Solon, Gary
- In:
Economics letters
76
(
2002
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001672029
Saved in:
47
An improvement of the GPH estimator
Andersson, Jonas
- In:
Economics letters
77
(
2002
)
1
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001698667
Saved in:
48
An explicit variance formula for the Box-Cox functional form estimator
Yang, Zhenlin
;
Abeysinghe, Tilak
- In:
Economics letters
76
(
2002
)
2
,
pp. 259-265
Persistent link: https://www.econbiz.de/10001690459
Saved in:
49
A note on the parametric three step estimator in structural labor supply models
Fernández Álvarez, Ana Isabel
;
Rodriguez-Póo, Juan M.
; …
- In:
Economics letters
74
(
2001
)
1
,
pp. 31-41
Persistent link: https://www.econbiz.de/10001635138
Saved in:
50
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok
;
Schmidt, Peter
- In:
Economics letters
74
(
2001
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
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