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  • Search: subject:"likelihood function"
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Year of publication
Subject
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likelihood function 29 Likelihood function 13 Estimation theory 10 Schätztheorie 10 Maximum likelihood estimation 9 Maximum-Likelihood-Schätzung 9 Theorie 7 Theory 7 duration analysis 7 dynamic selection 7 hazard rate 7 left-truncation 7 twin data 7 unobserved heterogeneity 7 Bayesian inference 5 Stata 5 Statistical distribution 5 Statistische Verteilung 5 Bayes-Statistik 4 Kalman filter 4 Monte Carlo integration 4 Neural networks 4 Newton-Raphson 4 Posterior mode estimation 4 Simulation smoothing 4 Statistische Bestandsanalyse 4 Stochastic volatility model 4 Wealth distribution 4 caveats 4 covariances 4 existence 4 financial frictions 4 hedging 4 mathematical regularity 4 neural networks 4 practical implementation 4 statistical asymptotic properties 4 wealth distribution 4 Correlation 3 Financial market 3
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Online availability
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Free 30 Undetermined 24
Type of publication
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Article 37 Book / Working Paper 25 Other 1
Type of publication (narrower categories)
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Article in journal 13 Aufsatz in Zeitschrift 13 Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 3 Thesis 1
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Language
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English 33 Undetermined 30
Author
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Drepper, Bettina 8 Fernández-Villaverde, Jesús 5 Berg, Gerard J. van den 4 Hurtado, Samuel 4 Jungbacker, Borus 4 Koopman, Siem Jan 4 McAleer, Michael 4 Nuño, Galo 4 Choi, Seungmoon 3 Cheng, Tingting 2 Fernandez-Villaverde, Jesus 2 Fijuljanin, Seid 2 Gao, Jiti 2 Lee, Lung-fei 2 Rubio-Ramirez, Juan 2 Satrovic, Elma 2 Sehic, Ensar 2 Yeh, Arthur B. 2 Yu, Jihai 2 Zhang, Xibin 2 den Berg, Gerard J. van 2 Agboto, Vincent 1 Aistov, Andrey 1 BILAN, Yuriy 1 Bai, Peng 1 Bansal, Naveen 1 Barnabani, Marco 1 Batana, Yélé Maweki 1 Behboodian, Javad 1 Chen, Hung-chia 1 Chen, Kani 1 Chen, Lin-an 1 Chen, Yurong 1 Chiang, Chin-Tsang 1 DESCHAMPS, Philippe J. 1 Duclos, Jean-Yves 1 Feng, Yanqin 1 Guo, Xiaolei 1 Haywood, M.D.E. 1 He, Bin 1
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Institution
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School of Economics, University of Adelaide 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Econometrics and Business Statistics, Monash Business School 1 Institute for the Study of Labor (IZA) 1 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 Society for Computational Economics - SCE 1 The MIT Press 1 Tinbergen Institute 1 Tinbergen Instituut 1 Økonomisk institutt, Universitetet i Oslo 1
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Published in...
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Annals of the Institute of Statistical Mathematics 3 Computational Statistics & Data Analysis 2 Economics Letters 2 IZA Discussion Papers 2 International journal of production research 2 Journal of Econometrics 2 Journal of Multivariate Analysis 2 Journal of Risk and Financial Management 2 Journal of econometrics 2 Journal of risk and financial management : JRFM 2 School of Economics Working Papers 2 Tinbergen Institute Discussion Papers 2 Applied Econometrics 1 CESifo Working Paper 1 CESifo working papers 1 CORE Discussion Papers 1 Cahiers de recherche 1 Computational Statistics 1 Computing in Economics and Finance 2003 1 Cowles Foundation Discussion Papers 1 Discussion paper / Tinbergen Institute 1 Documentos de trabajo / Banco de España 1 Econometric Reviews 1 Econometric reviews 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economic Review: Journal of Economics and Business 1 Economic review : journal of economics & business 1 Economics letters 1 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 1 International journal of production economics 1 Journal of Asian Scientific Research 1 MIT Press Books 1 Mathematics and Computers in Simulation (MATCOM) 1 Memorandum / Økonomisk institutt, Universitetet i Oslo 1 Monash Econometrics and Business Statistics Working Papers 1 Review of Pacific Basin financial markets and policies 1 Statistical Inference for Stochastic Processes 1 Statistical Methods and Applications 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1
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Source
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RePEc 35 ECONIS (ZBW) 18 EconStor 8 BASE 2
Showing 11 - 20 of 63
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A probability approach to multiple criteria ABC analysis with misclassification tolerance
Zhang, Zeyu; Li, Kevin W.; Guo, Xiaolei; Huang, Jun - In: International journal of production economics 229 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012319151
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Multi-modality in the likelihood function of GARCH model
Mahmood, Farrukh; Khan, Saud Ahmad - In: Review of Pacific Basin financial markets and policies 23 (2020) 3, pp. 2050018-1-2050018-23
Persistent link: https://www.econbiz.de/10012422504
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Using Econometrics to Understand Inclusion of Persons with Disabilities in the Workforce of Bosnia and Herzegovina
Sehic, Ensar; Satrovic, Elma; Fijuljanin, Seid - In: Economic Review: Journal of Economics and Business 13 (2015) 2, pp. 52-61
Persons with disabilities have relevant working capacity. Employers who recruit those persons assume that their disabilities do not decrease organization’s productivity. Persons with disabilities can normally fit into working environment. The studies of employers’ attitude towards persons...
Persistent link: https://www.econbiz.de/10011985105
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Using econometrics to understand inclusion of persons with disabilities in the workforce of Bosnia and Herzegovina
Sehic, Ensar; Satrovic, Elma; Fijuljanin, Seid - In: Economic review : journal of economics & business 13 (2015) 2, pp. 52-61
Persons with disabilities have relevant working capacity. Employers who recruit those persons assume that their disabilities do not decrease organization's productivity. Persons with disabilities can normally fit into working environment. The studies of employers' attitude towards persons with...
Persistent link: https://www.econbiz.de/10012011413
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Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
Zhou, Ling; Lin, Huazhen; Chen, Kani; Liang, Hua - In: Journal of econometrics 213 (2019) 2, pp. 593-607
Persistent link: https://www.econbiz.de/10012304591
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Semiparametric Localized Bandwidth Selection for Kernel Density Estimation
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2014
Since conventional cross–validation bandwidth selection methods don’t work for the case where the data considered are dependent time series, alternative bandwidth selection methods are needed. In recent years, Bayesian based global bandwidth selection methods have been proposed....
Persistent link: https://www.econbiz.de/10011141017
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Semiparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - 2014 - Revised 14, 14
Persistent link: https://www.econbiz.de/10011780648
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Inference for shared-frailty survival models with left-truncated data
Berg, Gerard J. van den; Drepper, Bettina - 2012
truncation. We provide a Stata command file that maximizes the likelihood function that properly takes account of the interplay …
Persistent link: https://www.econbiz.de/10011441807
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Choice of Priors and Variable Selection in Bayesian Regression
Olubusoye, Olusanya .E.; Okonkwo, Onyeka C. - In: Journal of Asian Scientific Research 2 (2012) 7, pp. 354-377
degrees of freedom. The likelihood function for the Normal distribution was used to revise this distribution in both cases to …
Persistent link: https://www.econbiz.de/10010766119
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Informal employment and happiness: Model with endogenous regressors
Aistov, Andrey; Larin, Alexander; Leonova, Lyudmila - In: Applied Econometrics 26 (2012) 2, pp. 17-36
In the paper relation between the unregistered employment and life satisfaction is investigated. Endogeneity of the employment status and income is described by the system of simultaneous equations with random individual effects. The system is estimated with maximum likelihood on the Russia...
Persistent link: https://www.econbiz.de/10010841007
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