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Search: subject:"expected log likelihood"
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Calzolari, Giorgio
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Magazzini, Laura
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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
Saved in:
2
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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3
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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4
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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