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subject:"Wahrscheinlichkeitsrechnung"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Maximum likelihood estimation"
~subject:"Theory"
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Wahrscheinlichkeitsrechnung
Maximum likelihood estimation
Theory
Estimation theory
602
Schätztheorie
602
Theorie
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
Schätzung
129
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26
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Ghysels, Eric
4
Franses, Philip Hans
3
Hall, Alastair R.
3
Lechner, Michael
3
Lucas, André
3
Pfeffermann, Danny
3
Akgiray, Vedat
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2
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2
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2
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2
Cheung, Yin-Wong
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2
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González-Rivera, Gloria
2
Granger, C. W. J.
2
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2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Hansen, Lars Peter
2
Higgins, Matthew Lawrence
2
Keane, Michael P.
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Li, Qi
2
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Qin, Jing
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2
Werker, Bas J. M.
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West, Kenneth D.
2
Yitzhaki, Shlomo
2
Zhou, Jing
2
Allenby, Greg M.
1
Alonso-Borrego, César
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
460
Economics letters
411
Econometric theory
294
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
Série des documents de travail / Centre de Recherche en Économie et Statistique
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140
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124
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111
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103
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88
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84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
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80
CORE discussion paper : DP
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
The review of economic studies
61
International economic review
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Metrika : international journal for theoretical and applied statistics
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57
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47
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44
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44
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42
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41
The econometrics journal
41
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41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
40
SFB 649 discussion paper
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Statistics in transition : an international journal of the Polish Statistical Association
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1
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
2
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
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3
Simultaneous spatial panel data models with common shocks
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
Saved in:
4
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
5
Culling the herd of moments with penalized empirical likelihood
Chang, Jinyuan
;
Shi, Zhentao
;
Zhang, Jia
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 791-805
Persistent link: https://www.econbiz.de/10014448437
Saved in:
6
Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
Chiang, Harold D.
;
Tan, Bing Yang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 906-914
Persistent link: https://www.econbiz.de/10014448457
Saved in:
7
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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8
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
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9
Autoregressive model with spatial dependence and missing data
Zhou, Jing
;
Liu, Jin
;
Wang, Feifei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 28-34
Persistent link: https://www.econbiz.de/10012804080
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10
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
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11
Semiparametric tail index regression
Li, Rui
;
Leng, Chenlei
;
You, Jinhong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
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12
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
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13
The grid bootstrap for continuous time models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
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14
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
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15
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
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16
Inference in approximately sparse correlated random effects probit models with panel data
Wooldridge, Jeffrey M.
;
Zhu, Ying
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012179412
Saved in:
17
Minimum contrast empirical likelihood inference of discontinuity in density
Ma, Jun
;
Jales, Hugo
;
Yu, Zhengfei
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 934-950
Persistent link: https://www.econbiz.de/10012313380
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18
Semiparametric smooth coefficient stochastic frontier model with panel data
Yao, Feng
;
Zhang, Fan
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 556-572
Persistent link: https://www.econbiz.de/10012178196
Saved in:
19
Robust likelihood cross-validation for kernel density Estimation
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 761-770
Persistent link: https://www.econbiz.de/10012179386
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20
Single-index-based CoVaR with very high-dimensional covariates
Fan, Yan
;
Härdle, Wolfgang
;
Wang, Weining
;
Zhu, Lixing
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 212-226
Persistent link: https://www.econbiz.de/10011894611
Saved in:
21
Simultaneous equation systems with heteroscedasticity : identification, estimation, and stock price elasticities
Milunovich, George
;
Yang, Minxian
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 288-308
Persistent link: https://www.econbiz.de/10011894993
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22
Efficient augmented inverse probability weighted estimation in missing data problems
Qin, Jing
;
Zhang, Biao
;
Leung, Denis H. Y.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10011704109
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23
Estimating spatial autocorrelation with sampled network data
Zhou, Jing
;
Tu, Yundong
;
Chen, Yuxin
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 130-138
Persistent link: https://www.econbiz.de/10011704139
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24
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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25
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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26
Fractional cointegration rank estimation
Łasak, Katarzyna
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10011390032
Saved in:
27
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
28
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
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29
Asymptotic theory for the QMLE in GARCH-X models with stationary and nonstationary covariates
Han, Heejoon
;
Kristensen, Dennis
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 416-429
Persistent link: https://www.econbiz.de/10010488481
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30
Testing the unconfoundedness assumption via inverse probability weighted estimators of (L)ATT
Donald, Stephen G.
;
Hsu, Yu-Chin
;
Lieli, Robert P.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10010488493
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31
Estimation and inference for linear panel data models under misspecification when both n and T are large
Galvão Júnior, Antônio Fialho
;
Kato, Kengo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 285-309
Persistent link: https://www.econbiz.de/10010488560
Saved in:
32
Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods
Fan, Jianqing
;
Qi, Lei
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 178-205
Persistent link: https://www.econbiz.de/10010488571
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33
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
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34
Estimation and inference of discontinuity in density
Otsu, Taisuke
;
Xu, Ke-li
;
Matsushita, Yukitoshi
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10010337854
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35
Constrained regression for interval-valued data
González-Rivera, Gloria
;
Lin, Wei
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 473-490
Persistent link: https://www.econbiz.de/10010337856
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36
Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 451-472
Persistent link: https://www.econbiz.de/10010337857
Saved in:
37
Nonparametric estimation of labor supply and demand factors
Okumura, Tsunao
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 174-185
Persistent link: https://www.econbiz.de/10009159090
Saved in:
38
Inference in nearly nonstationary SVAR models with long-run identifying restrictions
Gospodinov, Nikolaj
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003992783
Saved in:
39
Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey
;
McDonald, James B.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10003992787
Saved in:
40
Sequential causal models for the evaluation of labor market programs
Lechner, Michael
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 71-83
Persistent link: https://www.econbiz.de/10003805428
Saved in:
41
Information in the revision process of real-time datasets
Corradi, Valentina
;
Fernández, Andrés
;
Swanson, Norman R.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 455-467
Persistent link: https://www.econbiz.de/10003913382
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42
Forecasting with judgment
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 553-563
Persistent link: https://www.econbiz.de/10003913446
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43
On the specification of propensity scores, with applications to the analysis of trade policies
Millimet, Daniel L.
;
Tchernis, Rusty
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
3
,
pp. 397-415
Persistent link: https://www.econbiz.de/10003893885
Saved in:
44
Estimation with many instrumental variables
Hansen, Christian Bailey
;
Hausman, Jerry A.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 398-422
Persistent link: https://www.econbiz.de/10003772265
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45
Nonparametric estimation of conditional CDF and quantile functions with mixed categorical and continuous data
Li, Qi
;
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 423-434
Persistent link: https://www.econbiz.de/10003772273
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46
Dynamic treatment assignment : the consequences for evaluations using observational data
Fredriksson, Peter
;
Johansson, Per-Olov
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 435-445
Persistent link: https://www.econbiz.de/10003772281
Saved in:
47
Semiparametric analysis with grouped dependent variables and application to physicians' provision of charity care
Das, Mitali
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 446-459
Persistent link: https://www.econbiz.de/10003772282
Saved in:
48
The sensitivity of productivity estimates : revisiting three important debates
Van Biesebroeck, Johannes
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
3
,
pp. 311-328
Persistent link: https://www.econbiz.de/10003754175
Saved in:
49
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
50
Semiparametric duration models
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001891415
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