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Search: subject:"composite likelihood"
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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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Undetermined
32
Free
28
CC license
1
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Article
35
Book / Working Paper
28
Other
1
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Article in journal
19
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19
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13
Non-commercial literature
13
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11
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10
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2
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English
37
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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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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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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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ECONIS (ZBW)
32
RePEc
28
BASE
2
EconStor
2
Showing
31
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of
64
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31
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
Saved in:
32
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
Saved in:
33
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
Saved in:
34
A
composite
likelihood
approach for dynamic structural models
Canova, Fabio
;
Matthes, Christian
-
2018
Persistent link: https://www.econbiz.de/10012000545
Saved in:
35
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
Saved in:
36
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
Saved in:
37
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
Saved in:
38
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
Saved in:
39
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
Saved in:
40
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
Saved in:
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