Search Results - subject:"Quasi maximum likelihood estimation"

Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models

Parente, Paulo M. D. C.; Smith, Richard J. - 2019

This paper applies a novel bootstrap method, the kernel block bootstrap, to quasi-maximum likelihood estimation of … model illustrates the efficacy of the kernel block bootstrap for quasi-maximum likelihood estimation. …

Persistent link: https://www.econbiz.de/10012146412

Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models

Parente, Paulo M. D. C.; Smith, Richard J. - 2019 - This Draft: October 2019

Persistent link: https://www.econbiz.de/10012115888

Time-varying coefficient spatial autoregressive panel data model with fixed effects

Liang, Xuan; Gao, Jiti; Gong, Xiaodong - 2019

Persistent link: https://www.econbiz.de/10012606718

Adaptive inference in heteroscedastic fractional time series models

Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 50-65

Persistent link: https://www.econbiz.de/10012804084

Multivariate hyper-rotated GARCH-BEKK

Asai, Manabu; McAleer, Michael - In: Journal of time series econometrics 14 (2022) 2, pp. 175-198

Persistent link: https://www.econbiz.de/10013260190

Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses

Meng, Jin; Chan, Kung-sik - In: Insurance / Mathematics & economics 104 (2022), pp. 60-75

Persistent link: https://www.econbiz.de/10013264936

Inward and outward network influence analysis

Wu, Yujia; Lan, Wei; Zou, Tao; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1617-1628

Persistent link: https://www.econbiz.de/10013540397

Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients

Liang, Xuan; Gao, Jiti; Gong, Xiaodong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1784-1802

Persistent link: https://www.econbiz.de/10013540515

Are U.S. teacher salaries competitive? : accounting for geography and the retransformation bias in logarithmic regressions

Blackburn, McKinley L. - In: Economics of education review 84 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013362213

Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks

Hou, Lei; Li, Kunpeng; Li, Qi; Ouyang, Min - In: Journal of econometrics 221 (2021) 2, pp. 483-509

Persistent link: https://www.econbiz.de/10012619246

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