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Search: subject_exact:"Maximum likelihood estimation"
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Maximum likelihood estimation
477
Maximum-Likelihood-Schätzung
368
Estimation theory
264
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264
maximum likelihood estimation
110
Estimation
67
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65
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60
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60
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44
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44
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44
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44
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42
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42
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40
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40
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37
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37
Maximum likelihood
29
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28
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26
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24
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24
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24
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24
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24
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23
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23
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22
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20
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19
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19
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Avdis, Efstathios
1
Billé, Anna Gloria
1
Boldin, Michael David
1
Bun, Maurice J. G.
1
Carree, Martin Anthony
1
Catania, Leopoldo
1
Chavez-Demoulin, Valérie
1
Eisenhauer, Phillipp
1
Embrechts, Paul
1
Fernández-Villaverde, Jesús
1
Galati, Gabriele
1
Gu, Jiaying
1
Heckman, James J.
1
Hedegaard, Esben
1
Hindrayanto, Irma
1
Hodrick, Robert J.
1
Hofert, Marius
1
Jung, Yongseung
1
Juodis, Artūras
1
Koenker, Roger
1
Koopman, Siem Jan
1
Mangapuram, Venkata Raamasrinivas
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Mosso, Stefano
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Rubio-Ramírez, Juan Francisco
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3
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1
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1
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1
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1
The Singapore economic review
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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A look at the US business cycles through the lens of a tank model
Jung, Yongseung
- In:
The Singapore economic review
68
(
2023
)
6
,
pp. 1991-2009
Persistent link: https://www.econbiz.de/10014500357
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2
A constant gain learning explanation of U.S. post war inflation and unemployment
Mangapuram, Venkata Raamasrinivas
- In:
Journal of quantitative economics
20
(
2022
)
3
,
pp. 701-721
Persistent link: https://www.econbiz.de/10013441697
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3
Empirical bayesball remixed : empirical Bayes methods for longitudinal data
Gu, Jiaying
;
Koenker, Roger
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 575-599
Persistent link: https://www.econbiz.de/10011694761
Saved in:
4
On maximum likelihood estimation of dynamic panel data models
Bun, Maurice J. G.
;
Carree, Martin Anthony
;
Juodis, Artūras
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
4
,
pp. 463-494
Persistent link: https://www.econbiz.de/10011772020
Saved in:
5
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
6
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
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7
An extreme value approach for modeling operational risk losses depending on covariates
Chavez-Demoulin, Valérie
;
Embrechts, Paul
;
Hofert, Marius
- In:
The journal of risk and insurance : the journal of the …
83
(
2016
)
3
,
pp. 735-776
Persistent link: https://www.econbiz.de/10011561307
Saved in:
8
Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Phillipp
;
Heckman, James J.
;
Mosso, Stefano
-
2014
Persistent link: https://www.econbiz.de/10010440137
Saved in:
9
Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben
;
Hodrick, Robert J.
-
2014
Persistent link: https://www.econbiz.de/10010346674
Saved in:
10
Maximum likelihood estimation of the equity premium
Avdis, Efstathios
;
Wachter, Jessica
-
2013
Persistent link: https://www.econbiz.de/10010225033
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