Search Results - subject:"Profile likelihood"

Boswijk, Herman Peter; Dalderop, Jeroen; Laeven, Roger J. A. - 2025

the resulting profile likelihood. We establish the asymptotic properties of our estimation procedure, and demonstrate its …

Persistent link: https://www.econbiz.de/10015361393

Boswijk, Herman Peter; Dalderop, Jeroen; Laeven, Roger J. A. - 2025 - This version: March 19, 2025

the resulting profile likelihood. We establish the asymptotic properties of our estimation procedure, and demonstrate its …

Persistent link: https://www.econbiz.de/10015333127

Silva, Mathias; Lubrano, Michel - 2023

Persistent link: https://www.econbiz.de/10014391577

Yu, Deshui; Yan, Yayi - In: Journal of empirical finance 82 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015432882

Kim, Chang-jin; Kim, Jaeho - In: Macroeconomic dynamics 26 (2022) 2, pp. 394-418

Persistent link: https://www.econbiz.de/10013166386

Fei, Zhe; Xia, Weixuan - In: Quantitative finance 24 (2024) 7, pp. 921-953

Persistent link: https://www.econbiz.de/10015050806

Bauer, Verena; Harhoff, Dietmar; Kauermann, Göran - In: AStA Advances in Statistical Analysis 106 (2021) 1, pp. 97-116

increasing attention. We contribute to this field and focus on a profile likelihood approach to model time-stamped event data for …

Persistent link: https://www.econbiz.de/10014497502

Jochmans, Koen; Otsu, Taisuke - 2018

Persistent link: https://www.econbiz.de/10012671073

Lopez Gomez, Daniel; Parmeter, Christopher F. - In: Economics letters 193 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012509120

Pakel, Cavit - In: Journal of econometrics 213 (2019) 2, pp. 459-492

Persistent link: https://www.econbiz.de/10012304576

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