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  • Search: subject:"expected log likelihood"
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Year of publication
Subject
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Panel data 2 AIC 1 Autocorrelation 1 Conditional inference 1 Expected log-likelihood 1 Log likelihood 1 MLE 1 Maximum likelihood 1 Random effects 1 Stein estimator 1 autocorrelation 1 bias correction 1 bootstrap 1 empirical Bayes method 1 estimator selection 1 expected log likelihood 1 expected log-likelihood 1 expected log-likelihood ratio 1 exponential dispersion model 1 information criterion 1 maximum likelihood 1 maximum likelihood estimator 1 model selection 1 penalized log likelihood 1 predictive distribution 1 random effects 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Language
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Undetermined 4
Author
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Calzolari, Giorgio 2 Magazzini, Laura 2 Ishiguro, Makio 1 Kitagawa, Genshiro 1 Sakamoto, Yosiyuki 1 Yanagimoto, Takemi 1
Institution
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Dipartimento di Scienze Economiche, Facoltà di Economia 1
Published in...
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Annals of the Institute of Statistical Mathematics 2 Empirical Economics 1 Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 1
Source
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RePEc 4
Showing 1 - 4 of 4
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Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio; Magazzini, Laura - Dipartimento di Scienze Economiche, Facoltà di Economia - 2009
its relevance, and we explain this unpleasant effect showing that, along a direction, the expected log-likelihood is …
Persistent link: https://www.econbiz.de/10008854089
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Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio; Magazzini, Laura - In: Empirical Economics 43 (2012) 1, pp. 145-152
Persistent link: https://www.econbiz.de/10010557880
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Bootstrapping Log Likelihood and EIC, an Extension of AIC
Ishiguro, Makio; Sakamoto, Yosiyuki; Kitagawa, Genshiro - In: Annals of the Institute of Statistical Mathematics 49 (1997) 3, pp. 411-434
Persistent link: https://www.econbiz.de/10005395849
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The Kullback-Leibler risk of the Stein estimator and the conditional MLE
Yanagimoto, Takemi - In: Annals of the Institute of Statistical Mathematics 46 (1994) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10005616144
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