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Search: subject:"Exact maximum likelihood"
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Exact maximum likelihood
2
Multivariate dynamic probit models
2
Non-linear VAR
2
Financial crises
1
Impulse-response funct
1
Impulse-response function
1
Monte Carlo experiment
1
exact maximum likelihood procedure
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fractional cointegration
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Candelon, Bertrand
2
DUMITRESCU, Elena-Ivona
1
Dubois, Emmanuel
1
Dumitrescu, Elena-Ivona
1
HURLIN, Christophe
1
Hurlin, Christophe
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Lardic, Sandrine
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Mignon, Valérie
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PALM, Franz C.
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Palm, Franz C.
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HAL
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Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
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Computational Economics
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Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
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Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
Dumitrescu, Elena-Ivona
;
Candelon, Bertrand
;
Hurlin, …
-
HAL
-
2012
the latent variables associated with correlated binary time-series data. To estimate it, we implement an
exact
maximum-likelihood
…
Persistent link: https://www.econbiz.de/10009322915
Saved in:
2
Modelling Financial Crises Mutation
Candelon, Bertrand
;
DUMITRESCU, Elena-Ivona
;
HURLIN, …
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2011
Persistent link: https://www.econbiz.de/10010934276
Saved in:
3
The
Exact
Maximum
Likelihood
-Based Test for Fractional Cointegration: Critical Values, Power and Size
Dubois, Emmanuel
;
Lardic, Sandrine
;
Mignon, Valérie
- In:
Computational Economics
24
(
2004
)
3
,
pp. 239-255
The
exact
maximum
likelihood
(EML) procedure can be used as a residual-based test of the hypothesis of no cointegration …
Persistent link: https://www.econbiz.de/10005701639
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