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subject:"Monte Carlo simulation"
~isPartOf:"Statistical methods & applications : SMA ; journal of the Italian Statistical Society"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Maximum likelihood estimation"
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Monte Carlo simulation
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Theorie
5
Theory
5
Monte-Carlo-Simulation
4
Einheitswurzeltest
2
Stochastic process
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Stochastischer Prozess
2
Unit root test
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ARCH model
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ARCH-Modell
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Algorithm
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Bayes-Statistik
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Bayesian inference
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Cointegration
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Forecasting model
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Kointegration
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Martingal
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Martingale
1
Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognoseverfahren
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Statistical distribution
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Statistical test
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English
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Bravo, Francesco
1
Caporin, Massimiliano
1
Di Iorio, Francesca
1
Fachin, Stefano
1
Khaledi, Majid Jafari
1
Lisi, Francesco
1
Rivaz, Firoozeh
1
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
Discussion paper / Tinbergen Institute
13
Econometric reviews
6
Journal of econometrics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
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Working papers
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Annales d'économie et de statistique
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Asian African journal of economics and econometrics
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Birkbeck working papers in economics and finance : BWPEF
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Central European journal of economic modelling and econometrics
1
CoFE discussion papers
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Discussion paper
1
Discussion paper / Centre for Economic Policy Research, Australian National University
1
Discussion paper / Department of Business and Management Science
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / School of Economics, The University of New South Wales
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers / Department of Economics, University of Copenhagen
1
Discussion papers / Statistics Norway, Research Department
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Misspecification tests for periodic long memory GARCH models
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Statistical methods & applications : SMA ; journal of …
19
(
2010
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10003945286
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2
Nonparametric likelihood inference for general autoregressive models
Bravo, Francesco
- In:
Statistical methods & applications : SMA ; journal of …
19
(
2010
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10003945288
Saved in:
3
Empirical Bayes spatial prediction using a Monte Carlo EM algorithm
Khaledi, Majid Jafari
;
Rivaz, Firoozeh
- In:
Statistical methods & applications : SMA ; journal of …
18
(
2009
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10003812508
Saved in:
4
Maximum likelihood estimation of input demand models with fixed costs of adjustment
Di Iorio, Francesca
;
Fachin, Stefano
- In:
Statistical methods & applications : SMA ; journal of …
15
(
2006
)
1
,
pp. 129-137
Persistent link: https://www.econbiz.de/10003358701
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