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  • Search: subject:"composite likelihood"
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Year of publication
Subject
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Composite likelihood 27 composite likelihood 27 Estimation theory 19 Schätztheorie 19 Forecasting model 9 Prognoseverfahren 9 Correlation 8 Korrelation 8 Theorie 8 Theory 8 ARCH model 7 ARCH-Modell 7 Credit risk 7 Kreditrisiko 7 Stochastic process 7 Stochastischer Prozess 7 Bayes-Statistik 6 Bayesian inference 6 Composite Likelihood 6 Portfolio selection 6 Portfolio-Management 6 dynamic conditional correlations 6 Credit rating 5 Kreditwürdigkeit 5 Maximum likelihood estimation 5 Maximum-Likelihood-Schätzung 5 Modellierung 5 Multivariate analysis 5 Scientific modelling 5 Time series analysis 5 Zeitreihenanalyse 5 Bayesian model averaging 4 GARCH 4 Markowitz portfolio selection 4 Multivariate Analyse 4 Multivariate Verteilung 4 Multivariate distribution 4 Regression analysis 4 Regressionsanalyse 4 Statistical distribution 4
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Online availability
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Undetermined 32 Free 28 CC license 1
Type of publication
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Article 35 Book / Working Paper 28 Other 1
Type of publication (narrower categories)
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Article in journal 19 Aufsatz in Zeitschrift 19 Graue Literatur 13 Non-commercial literature 13 Working Paper 11 Arbeitspapier 10 Collection of articles of several authors 2 Collection of articles written by one author 2 Hochschulschrift 2 Sammelwerk 2 Sammlung 2 Article 1 Thesis 1
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Language
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English 37 Undetermined 27
Author
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Engle, Robert F. 5 Gouriéroux, Christian 5 Canova, Fabio 4 Ledoit, Olivier 4 Matthes, Christian 4 Wolf, Michael 4 Hirk, Rainer 3 Monfort, Alain 3 Paap, Richard 3 Pakel, Cavit 3 Shephard, Neil 3 Sheppard, Kevin 3 Vana, Laura 3 Aielli, Gian Piero 2 BAUWENS, Luc 2 Bel, Bel, K. 2 Caporin, Massimiliano 2 Francq, Christian 2 Guan, Yongtao 2 Hornik, Kurt 2 Joe, Harry 2 Moustaki, Irini 2 STORTI, Giuseppe 2 Santos, André A. P. 2 Shephard, Neil G. 2 Varin, Cristiano 2 Wu, Billy 2 Yao, Qiwei 2 Zakoïan, Jean-Michel 2 Zhu, Shiwu 2 Anatolyev, Stanislav 1 Bai, Yun 1 Bandehali, Maygol 1 Bartolucci, Francesco 1 Bel, Koen 1 Bennedsen, Mikkel 1 Bevilacqua, Moreno 1 Browne, Michael W. 1 Cagnone, Silvia 1 Cai, Biao 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Finance Research Centre, Oxford University 2 London School of Economics (LSE) 2 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 Economics Group, Nuffield College, University of Oxford 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 Computational Statistics & Data Analysis 5 Série des documents de travail 4 CORE Discussion Papers 2 Econometric Institute Research Papers 2 LSE Research Online Documents on Economics 2 OFRC Working Papers Series 2 Psychometrika 2 Statistical Applications in Genetics and Molecular Biology 2 Working paper series / University of Zurich, Department of Economics 2 "Marco Fanno" Working Papers 1 AStA Advances in Statistical Analysis 1 Applied economics 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 CAMA working paper series 1 CREATES research paper 1 Discussion paper / Centre for Economic Policy Research 1 Discussion papers / CEPR 1 Econometric Reviews 1 Econometric reviews 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 International journal of forecasting 1 Journal of Educational and Behavioral Statistics 1 Journal of Multivariate Analysis 1 Journal of econometrics 1 Journal of empirical finance 1 Journal of financial econometrics 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 MPRA Paper 1 Quaderni del Dipartimento di economia politica e statistica 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Quantitative marketing and economics : QME 1 Statistics & Probability Letters 1 Stochastic Processes and their Applications 1 The journal of credit risk : published quarterly by Incisive Media 1 The journal of real estate finance and economics 1 Working Paper 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1
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Source
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ECONIS (ZBW) 32 RePEc 28 BASE 2 EconStor 2
Showing 31 - 40 of 64
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Reconstructing high dimensional dynamic distributions from distributions of lower dimension
Anatolyev, Stanislav; Khabibullin, Renat; Prokhorov, Artem - Center for Economic and Financial Research (CEFIR), New … - 2013
is motivated by the theory of composite likelihood and by the theory of copula functions. It recovers m …
Persistent link: https://www.econbiz.de/10010684833
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Parameter estimation in multivariate logit models with many binary choices
Bel, Koen; Fok, Dennis; Paap, Richard - In: Econometric reviews 37 (2018) 1/5, pp. 534-550
Persistent link: https://www.econbiz.de/10012039382
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Max-linear competing factor models
Cui, Qiurong; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 62-74
Persistent link: https://www.econbiz.de/10011894393
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A composite likelihood approach for dynamic structural models
Canova, Fabio; Matthes, Christian - 2018
Persistent link: https://www.econbiz.de/10012000545
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Sequential sampling enhanced composite likelihood approach to estimation of social intercorrelations in large-scale networks
Chen, Yan; Qi, Youran; Liu, Qing; Chien, Peter - In: Quantitative marketing and economics : QME 16 (2018) 4, pp. 409-440
Persistent link: https://www.econbiz.de/10011963215
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Dynamic conditional correlation models for realized covariance matrices
BAUWENS, Luc; STORTI, Giuseppe; VIOLANTE, Francesco - Center for Operations Research and Econometrics (CORE), … - 2012
estimation can be done by the composite likelihood method. …
Persistent link: https://www.econbiz.de/10010662648
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Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data
Bartolucci, Francesco; Lupparelli, Monia - Volkswirtschaftliche Fakultät, … - 2012
through a composite likelihood function based on all the possible pairs of subjects within every cluster. The proposed …
Persistent link: https://www.econbiz.de/10011109962
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Computationally efficient inference procedures for vast dimensional realized covariance models
BAUWENS, Luc; STORTI, Giuseppe - Center for Operations Research and Econometrics (CORE), … - 2012
composite likelihood functions. …
Persistent link: https://www.econbiz.de/10010927682
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Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.; Moura, Guilherme Valle; Nogales, … - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
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Joint Composite Estimating Functions in Spatial and Spatio-Temporal Models.
Bai, Yun - 2011
over the conventional composite likelihood methods when applied to estimating the spatio-temporal covariance functions … popularly used methods, including conventional pairwise composite likelihood, JCEF, Stein's conditional pseudo …
Persistent link: https://www.econbiz.de/10009482959
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