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type_genre:"Article in journal"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Maximum likelihood estimation"
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Maximum likelihood estimation
Estimation theory
590
Schätztheorie
590
Theorie
195
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195
Time series analysis
138
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138
Estimation
127
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Wang, Hansheng
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
78
Economics letters
25
Econometric reviews
19
Journal of the American Statistical Association : JASA
14
Insurance / Mathematics & economics
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Statistics in transition : an international journal of the Polish Statistical Association
10
European journal of operational research : EJOR
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3
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
11
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
Saved in:
12
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:
13
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
Saved in:
14
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:
15
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
Saved in:
16
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:
17
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
Saved in:
18
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
Saved in:
19
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
Saved in:
20
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
Saved in:
21
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:
22
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:
23
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
Saved in:
24
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:
25
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
Saved in:
26
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
Saved in:
27
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
Saved in:
28
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:
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