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~person:"Growiec, Jakub"
~person:"McAleer, Michael"
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Maximum likelihood estimators
7
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Growiec, Jakub
McAleer, Michael
Hoogerheide, Lennart
39
Dijk, Herman K. van
26
Ardia, David
25
Koopman, Siem Jan
22
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16
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8
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6
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6
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3
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3
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3
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3
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1
On the Modeling of Size Distributions When Technologies are Complex
Growiec, Jakub
-
2016
The study considers a stochastic R&D process where the invented production technologies consist of a large number n of complementary components. The degree of complementary is captured by the elasticity of substitution of the CES aggregator function. Drawing from the Central Limit Theorem and...
Persistent link: https://www.econbiz.de/10013003906
Saved in:
2
On the modeling of size distributions when technologies are complex
Growiec, Jakub
-
2015
Persistent link: https://www.econbiz.de/10010482160
Saved in:
3
On the modeling of size distributions when technologies are complex
Growiec, Jakub
- In:
Journal of mathematical economics
60
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011573514
Saved in:
4
Robust Estimation and Forecasting of the Capital Asset Pricing Model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing-Keung
-
Tinbergen Instituut
-
2013
develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying
student
t
…
Persistent link: https://www.econbiz.de/10011256601
Saved in:
5
Robust Estimation and Forecasting of the Capital Asset Pricing Model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing-Keung
-
2013
underlying
student
t
distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate …
Persistent link: https://www.econbiz.de/10010326459
Saved in:
6
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009724796
Saved in:
7
Robust Estimation and Forecasting of the Capital Asset Pricing Model
McAleer, Michael
;
Bian, Guorui
;
Wong, Wing-Keung
-
Facultad de Ciencias Económicas y Empresariales, …
-
2012
underlying
student
t
distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate …
Persistent link: https://www.econbiz.de/10010778730
Saved in:
8
Robust Estimation and Forecasting of the Capital Asset Pricing Model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing-Keung
-
Institute of Economic Research, Kyoto University
-
2010
underlying
student
t
distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate …
Persistent link: https://www.econbiz.de/10008670445
Saved in:
9
Robust Estimation and Forecasting of the Capital Asset Pricing Model
McAleer, Michael
;
Wong, Wing-Keung
;
Bian, Bian, G.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
underlying
student
t
distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate …
Persistent link: https://www.econbiz.de/10010731713
Saved in:
10
Robust Estimation and Forecasting of the Capital Asset Pricing Model
McAleer, Michael
;
Wong, Wing-Keung
;
Bian, Bian, G.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
underlying
student
t
distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate …
Persistent link: https://www.econbiz.de/10010837868
Saved in:
1
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