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subject:"Monte Carlo simulation"
~isPartOf:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Schätztheorie"
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Search: subject_exact:"Maximum likelihood estimation"
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Monte Carlo simulation
Schätztheorie
Maximum likelihood estimation
44
Maximum-Likelihood-Schätzung
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Estimation theory
25
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16
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16
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12
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maximum likelihood estimation
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Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
85
Discussion paper / Tinbergen Institute
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
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1
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
2
The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE
Philipps, Collin S.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 99-114
Persistent link: https://www.econbiz.de/10013167586
Saved in:
3
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
4
Maximum likelihood estimation of dynamic panel threshold models
Ramírez-Rondán, N. R.
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 260-276
Persistent link: https://www.econbiz.de/10012181448
Saved in:
5
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Saved in:
6
A James-Stein-type adjustment to bias correction in fixed effects panel models
Ghanem, Dalia
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 633-651
Persistent link: https://www.econbiz.de/10013364899
Saved in:
7
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
8
Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin
;
Tsay, Wen-jen
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
Saved in:
9
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
10
Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
Billé, Anna Gloria
;
Leorato, Samantha
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 437-475
Persistent link: https://www.econbiz.de/10012181403
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