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  • Search: subject:"Quasi-maximum-likelihood estimation"
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Year of publication
Subject
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Maximum likelihood estimation 47 Maximum-Likelihood-Schätzung 47 Estimation theory 44 Schätztheorie 44 Quasi-maximum likelihood estimation 26 Estimation 23 Schätzung 23 quasi-maximum likelihood estimation 23 Time series analysis 21 Zeitreihenanalyse 21 ARCH model 17 ARCH-Modell 16 Panel 12 Panel study 12 GARCH 9 Quasi Maximum Likelihood Estimation 9 Quasi maximum likelihood estimation 9 Räumliche Interaktion 9 Spatial interaction 9 Autocorrelation 8 Autokorrelation 8 Bootstrap approach 8 Bootstrap-Verfahren 8 consistency 8 Spatial autoregression 7 Stochastic process 7 Stochastischer Prozess 7 Volatility 7 Volatilität 7 asymptotic normality 7 Heteroscedasticity 6 Heteroskedastizität 6 conditional sum-of-squares 6 fractional integration 6 Bootstrap 5 Fixed effects 5 Quasi-Maximum Likelihood Estimation 5 Regression analysis 5 Regressionsanalyse 5 Method of moments 4
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Online availability
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Free 50 Undetermined 40 CC license 1
Type of publication
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Article 49 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 40 Aufsatz in Zeitschrift 40 Working Paper 18 Graue Literatur 12 Non-commercial literature 12 Arbeitspapier 11 Article 1 Konferenzschrift 1
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Language
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English 66 Undetermined 32
Author
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Francq, Christian 12 Zakoian, Jean-Michel 12 Cavaliere, Giuseppe 8 Lee, Lung-fei 8 Nielsen, Morten Ørregaard 8 Wooldridge, Jeffrey M. 8 Yu, Jihai 7 Zakoïan, Jean-Michel 7 Gao, Jiti 5 Regnard, Nazim 5 Taylor, Robert 5 Wang, Weining 5 Li, Dong 4 Meitz, Mika 4 Saikkonen, Pentti 4 Tinkl, Fabian 4 Asai, Manabu 3 Fan, Yan 3 Gong, Xiaodong 3 Kim, Donggyu 3 Liang, Xuan 3 Ling, Shiqing 3 Wang, Yazhen 3 Zhu, Lixing 3 Al-Shboul, Mohammad 2 Anwar, Sajid 2 Chen, Li 2 Grobys, Klaus 2 Horvath, Lajos 2 Härdle, Wolfgang Karl 2 Iglesias, Emma M. 2 Jin, Fei 2 Lan, Wei 2 Li, Kunpeng 2 Lu, Cuicui 2 Parente, Paulo M. D. C. 2 Peng, Bin 2 Poor, H. Vincent 2 Royer, Julien 2 Sloczynski, Tymon 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 3 EconWPA 2 School of Economics and Management, University of Aarhus 2 Université Paris-Dauphine (Paris IX) 2 Department of Economics, European University Institute 1 Department of Economics, Oxford University 1 Department of Economics, University of California-San Diego (UCSD) 1 Economics Department, Queen's University 1 Institute for the Study of Labor (IZA) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Université Paris-Dauphine 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
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Published in...
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Journal of econometrics 10 MPRA Paper 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 9 Econometric reviews 5 Journal of Econometrics 3 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 3 Working paper / Department of Econometrics and Business Statistics, Monash University 3 CREATES Research Papers 2 Economics Papers from University Paris Dauphine 2 Economics letters 2 IWQW discussion paper series 2 IZA Discussion Papers 2 Journal of time series econometrics 2 Queen's Economics Department Working Paper 2 Queen's Economics Department working paper 2 Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CREATES research paper 1 Computing in Economics and Finance 2003 1 Discussion paper series / IZA 1 Econometrics 1 Econometrics : open access journal 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Economics Working Papers / Department of Economics, European University Institute 1 Economics of education review 1 Energy Economics 1 Finance 1 IRTG 1792 Discussion Paper 1 IWQW Discussion Paper Series 1 IWQW Discussion Papers 1 Insurance / Mathematics & economics 1 Journal of Applied Finance & Banking 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Journal of geographical systems : geographical information, analysis, theory, and decision 1 Koç University-TUSIAD Economic Research Forum Working Papers 1 Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business 1 Open Access publications from Université Paris-Dauphine 1 Psychometrika 1 Regional science & urban economics 1 Research in International Business and Finance 1
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Source
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ECONIS (ZBW) 52 RePEc 37 EconStor 8 BASE 1
Showing 1 - 10 of 98
Cover Image
Using generalized estimating equations to estimate nonlinear models with spatial data
Wang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan; … - In: Econometric reviews 44 (2025) 2, pp. 214-242
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015196599
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Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - In: Journal of econometrics 240 (2024) 1, pp. 1-17
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015075008
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Factor overnight GARCH-Itô models
Kim, Donggyu; Oh, Minseog; Song, Xinyu; Wang, Yazhen - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015338787
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Estimation of realized asymmetric stochastic volatility models using Kalman filter
Asai, Manabu - In: Econometrics : open access journal 11 (2023) 3, pp. 1-13
Despite the growing interest in realized stochastic volatility models, their estimation techniques, such as simulated maximum likelihood (SML), are computationally intensive. Based on the realized volatility equation, this study demonstrates that, in a finite sample, the quasi-maximum likelihood...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014425668
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Realized BEKK-CAW models
Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 15 (2023) 1, pp. 49-77
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014288366
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Asymptotic inference for a sign-double autoregressive (SDAR) model of order one
Iglesias, Emma M. - In: Econometric reviews 44 (2025) 3, pp. 312-334
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015196603
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Assessing tail risk via a generalized conditional autoregressive expectile model
Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015339822
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Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - 2022
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013494365
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Capital structure decisions under uncertainty : the case of Turkey
Dinçergök, Burcu; Eruygur, Hakkı Ozan - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 3, pp. 441-456
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014560719
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Non linear correlated random effects models with endogeneity and unbalanced panels
Bates, Michael; Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Econometric reviews 43 (2024) 9, pp. 713-732
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015050637
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