Search Results - subject:"Semiparametric maximum likelihood"

Diffusion copulas : identification and estimation

Bu, Ruijun; Hadri, Kaddour; Kristensen, Dennis - In: Journal of econometrics 221 (2021) 2, pp. 616-643

Persistent link: https://www.econbiz.de/10012619252

SNP and SML estimation of univariate and bivariate binary-choice models

Luca, Giuseppe De - In: Stata Journal 8 (2008) 2, pp. 190-220

semiparametric maximum likelihood estimators sub- stantially dominate the parametric probit maximum likelihood estimator. Copyright … maximum likelihood ap- proach of Klein and Spady (1993, Econometrica 61: 387-421), and a set of new Stata commands for …. Our Monte Carlo simulations suggest that the efficiency losses of the semi-nonparametric and the semiparametric maximum …

Persistent link: https://www.econbiz.de/10005748339

On the Robustness of Racial Disrcimination Findings in Motgage Lending Studies

Clarke, Judith A.; Roy, Nilanjana; Courchane, Marsha J. - Department of Economics, University of Victoria - 2006

That mortgage lenders have complex underwriting standards, often differing legitimately from one lender to another, implies that any statistical model estimated to approximate these standards, for use in fair lending determinations, must be misspecified. Exploration of the sensitivity of...

Persistent link: https://www.econbiz.de/10005800935

The Educational Consequences of Teen Childbearing

Kane, Jennifer; Morgan, S.; Harris, Kathleen; Guilkey, David - In: Demography 50 (2013) 6, pp. 2129-2150

; propensity score matching; and parametric and semiparametric maximum likelihood estimation. Results demonstrate educational … select our preferred estimate (0.7), derived from semiparametric maximum likelihood estimation, on the basis of weighing the …

Persistent link: https://www.econbiz.de/10010993335

Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors

Wen, Chi-Chung - In: Metrika 72 (2010) 2, pp. 199-217

Persistent link: https://www.econbiz.de/10008673980