Search Results - subject:"composite likelihood"

Partially linear single-index models and functional principal component analysis of spatially and temporally indexed point processes

Huang, Kun; Chen, Xian; Guan, Yongtao; Li, Yehua - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 4, pp. 1077-1091

Persistent link: https://www.econbiz.de/10015543004

Probabilistic hierarchical forecasting with deep Poisson mixtures

Olivares, Kin G.; Nganba Meetei, O.; Ma, Ruijun; Reddy, … - In: International journal of forecasting 40 (2024) 2, pp. 470-489

Persistent link: https://www.econbiz.de/10014547171

Composite likelihood for stochastic migration model with unobserved factor

Djogbenou, Antoine; Gouriéroux, Christian; Jasiak, Joann; … - In: Journal of financial econometrics 22 (2024) 5, pp. 1421-1455

Persistent link: https://www.econbiz.de/10015338806

Dealing with misspecification in structural macroeconometric models

Canova, Fabio; Matthes, Christian - In: Quantitative Economics 12 (2021) 2, pp. 313-350

We consider a set of potentially misspecified structural models, geometrically combine their likelihood functions, and estimate the parameters using composite methods. In a Monte Carlo study, composite estimators dominate likelihood-based estimators in mean squared error and composite models are...

Persistent link: https://www.econbiz.de/10013189754