Search Results - subject:"ML estimator"

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ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")

JONDEAU, Eric; BIHAN, Herve LE - EconWPA - 2003

(ML) estimator overstates (understates) the size of the forward- looking component. Monte-Carlo experiments indicate this …

Persistent link: https://www.econbiz.de/10005119217

Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data

Jondeau, Eric; Bihan, Hervé Le - EconWPA - 2001

The "New Keynesian" Phillips Curve (NKPC) states that inflation has a purely forward-looking dynamics. In this paper, we test whether European and US inflation dynamics can be described by this model. For this purpose, we estimate hybrid Phillips curves, which include both backward and...

Persistent link: https://www.econbiz.de/10005412788

On a singularity occurring in a self-correcting point process model

Luschgy, Harald - In: Annals of the Institute of Statistical Mathematics 45 (1993) 3, pp. 445-452

Persistent link: https://www.econbiz.de/10005616104