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  • Search: subject:"Simulated maximum likelihood"
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Year of publication
Subject
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simulated maximum likelihood 54 Simulated maximum likelihood 35 Maximum-Likelihood-Schätzung 30 Maximum likelihood estimation 28 Simulated Maximum Likelihood 27 Simulation 25 Schätztheorie 17 Theorie 16 Estimation theory 15 Schätzung 10 Stockholding 10 Theory 10 Importance sampling 9 simulated maximum likelihood estimation 9 Stochastischer Prozess 8 importance sampling 8 Maximum-Likelihood-Methode 7 Stichprobenerhebung 7 Stochastic process 7 Volatilität 7 Discrete choice 6 Estimation 6 Importance Sampling 6 Laplace approximation 6 Sampling 6 Stochastic volatility 6 panel data 6 Consumer behaviour 5 Forecasting 5 Household Finance 5 Kalman filter 5 Konsumentenverhalten 5 Multivariate Probit 5 USA 5 Volatility 5 state dependence 5 Alternative energy sources and propulsion technologies in vehicles 4 Anlageverhalten 4 Automatic differentiation 4 Behavioral Heuristics 4
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Online availability
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Free 100 Undetermined 30
Type of publication
All
Book / Working Paper 109 Article 35
Type of publication (narrower categories)
All
Working Paper 43 Article in journal 18 Aufsatz in Zeitschrift 18 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Report 1 research-article 1
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Language
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English 81 Undetermined 62 German 1
Author
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Koopman, Siem Jan 13 Georgarakos, Dimitris 11 Christelis, Dimitris 9 Scharth, Marcel 9 Kukacka, Jiri 8 Ziegler, Andreas 8 Yu, Jun 7 Lucas, André 6 Haliassos, Michael 5 Sacht, Stephen 5 Skaug, Hans J. 5 Banachewicz, Konrad 4 Liesenfeld, Roman 4 Richard, Jean-François 4 Sauer, Robert M. 4 Zhou, Jizhong 4 Barunik, Jozef 3 Breunig, Robert 3 Cappellari, Lorenzo 3 Fougère, Denis 3 Gong, Xiaodong 3 Kalb, Guyonne 3 Kleppe, Tore Selland 3 Kumbhakar, Subal 3 Lucas, Andre 3 Monteiro, André A. 3 Pradel, Jacqueline 3 Roger, Muriel 3 Scutella, Rosanna 3 Uspensky, Eugenie Hol 3 von Hagen, Jürgen 3 Baruník, Jozef 2 Christelis, Dimitrios 2 Cobb-Clark, Deborah A. 2 Flórez A., Jorge Hernán 2 Frijters, Paul 2 Graham, Bryan S. 2 Gupta, Sachin 2 Habla, Wolfgang 2 Hellström, Jörgen 2
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Institution
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Institute for the Study of Labor (IZA) 6 School of Economics, Singapore Management University 5 Tinbergen Institute 5 Tinbergen Instituut 5 C.E.P.R. Discussion Papers 4 Agricultural and Applied Economics Association - AAEA 3 Center for Financial Studies 3 Centre for Household, Income, Labour and Demographic Economics (CHILD) 2 Centro Studi di Economia e Finanza (CSEF) 2 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 Institutionen för Nationalekonomi, Umeå Universitet 2 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 Centre for Development Economics, Delhi School of Economics 1 Centre for Household, Income, Labour and Demographic Economics (CHILD), Collegio Carlo Alberto 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Resource Economics, University of Nevada-Reno 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 1 Econometric Society 1 Economics Department, Queen's University 1 Economics Department, University of Nevada-Reno 1 European Association of Agricultural Economists - EAAE 1 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1 HAL 1 International Conferences on Panel Data 1 Luxembourg Institute of Socio-Economic Research (CEPS/INSTEAD) 1 NET Institute 1 Nationalekonomiska institutionen, Handelshögskolan 1 POLITÉCNICO GRANCOLOMBIANO 1 Research School of Economics, College of Business and Economics 1 School of Economics and Finance, Business School 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Treasury, Government of New Zealand 1 University of Toronto, Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Integrationsforschung (ZEI), Rheinische Friedrich-Wilhelms-Universität Bonn 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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IZA Discussion Papers 11 Tinbergen Institute Discussion Papers 10 CEPR Discussion Papers 5 Discussion paper / Tinbergen Institute 5 Tinbergen Institute Discussion Paper 5 Working Papers / School of Economics, Singapore Management University 5 Economics Working Paper 4 CFS Working Paper Series 3 Computational Statistics & Data Analysis 3 2001 Annual meeting, August 5-8, Chicago, IL 2 CFS Working Paper 2 CHILD Working Papers 2 CSEF Working Papers 2 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 Economics working paper 2 Journal of economic dynamics & control 2 Marketing Science 2 Umeå Economic Studies 2 Working paper 2 cemmap working paper 2 10th International Conference on Panel Data, Berlin, July 5-6, 2002 1 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 1 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 Applied economics letters 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CER-ETH Economics working paper series 1 CHILD Working Papers Series 1 CeMMAP working papers 1 Central European journal of economic modelling and econometrics 1 Computational Economics 1 De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association 1 Discussion Papers / Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Discussion paper 1 Discussion paper series / IZA 1 Diskussionsbeiträge 1 Econometric Society 2004 Australasian Meetings 1 Econometrics Journal 1 Economics Working Paper Series 1
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Source
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RePEc 81 ECONIS (ZBW) 34 EconStor 27 BASE 1 Other ZBW resources 1
Showing 11 - 20 of 144
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Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong; Liu, Xueyuan - In: Economics letters 219 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
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On the estimation of behavioral macroeconomic models via simulated maximum likelihood
Kukacka, Jiri; Jang, Tae-Seok; Sacht, Stephen - 2018
In this paper, we introduce the simulated maximum likelihood method for identifying behavioral heuristics of …
Persistent link: https://www.econbiz.de/10011944451
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Does the lending rate impact ETF's prices?
Genaro, Alan de; Avellaneda, Marco - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 287-319
Persistent link: https://www.econbiz.de/10012129515
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On the estimation of behavioral macroeconomic models via simulated maximum likelihood
Kukacka, Jiri; Jang, Tae-Seok; Sacht, Stephen - 2018
In this paper, we introduce the simulated maximum likelihood method for identifying behavioral heuristics of …
Persistent link: https://www.econbiz.de/10011942452
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Modeling dependence in two-tier stochastic frontier models
Papadopoulos, Alecos; Parmeter, Christopher F.; … - In: Journal of productivity analysis : an official journal … 56 (2021) 2/3, pp. 85-101
Persistent link: https://www.econbiz.de/10012656569
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Multiproduct retailing and buyer power : the effects of product delisting on consumer shopping behavior
Flórez A., Jorge Hernán; Herrera-Araujo, Daniel - 2017
Persistent link: https://www.econbiz.de/10011694520
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Multiproduct retailing and buyer power : the effects of product delisting on consumer shopping behavior
Flórez A., Jorge Hernán; Herrera-Araujo, Daniel - 2017
Persistent link: https://www.econbiz.de/10011694951
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Simulated ML Estimation of Financial Agent-Based Models
Baruník, Jozef; Kukačka, Jiří - 2016
Maximum Likelihood Estimator (NPSMLE) based on kernel methods by Kristensen and Shin (2012) and elaborate its capability for … not rely upon restrictive theoretical assumptions. We customise a recent methodology of the Non-Parametric Simulated …
Persistent link: https://www.econbiz.de/10011787270
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Estimation of financial agent-based models with simulated maximum likelihood
Kukacka, Jiri; Barunik, Jozef - 2016
which criterion functions do not have known analytical form. For this purpose, we adapt a nonparametric simulated maximum … likelihood estimation based on kernel methods. Employing one of the most widely analysed heterogeneous agent models in the …
Persistent link: https://www.econbiz.de/10011562008
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Simulated ML estimation of financial agent-based models
Baruník, Jozef; Kukačka, Jiří - 2016
Maximum Likelihood Estimator (NPSMLE) based on kernel methods by Kristensen and Shin (2012) and elaborate its capability for … not rely upon restrictive theoretical assumptions. We customise a recent methodology of the Non-Parametric Simulated …
Persistent link: https://www.econbiz.de/10011448663
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