Search Results - subject:"likelihood function"

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

Inference for shared-frailty survival models with left-truncated data

Berg, Gerard J. van den; Drepper, Bettina - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 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/10010570566

Inference for shared-frailty survival models with left-truncated data

van den Berg, Gerard J.; Drepper, Bettina - 2011

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/10010282612

Inference for shared-frailty survival models with left-truncated data

van den Berg, Gerard; Drepper, Bettina - 2011

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/10010321161

Inference for Shared-Frailty Survival Models with Left-Truncated Data

den Berg, Gerard J. van; Drepper, Bettina - Institute for the Study of Labor (IZA) - 2011

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/10009325429

Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions

Choi, Seungmoon - School of Economics, University of Adelaide - 2011

function, which can be a good candidate when the true likelihood function is unavailable as is often the case. … it is used to obtain ML estimates. The results reveal that our method yields a very accurate approximate likelihood …

Persistent link: https://www.econbiz.de/10009195423

Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions

Choi, Seungmoon - School of Economics, University of Adelaide - 2010

likelihood function that can be a good candidate when the true likelihood function is unavailable. …

Persistent link: https://www.econbiz.de/10008462903

Inference for shared-frailty survival models with left-truncated data

Berg, Gerard J. van den; Drepper, Bettina - In: Econometric reviews 35 (2016) 5/7, pp. 1075-1098

Persistent link: https://www.econbiz.de/10011591020

Estimation of fixed effects panel regression models with separable and nonseparable space-time filters

Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 184 (2015) 1, pp. 174-192

Persistent link: https://www.econbiz.de/10011326795

Solving and estimating linearized DSGE models with VARMA shock processes and filtered data

Meyer-Gohde, Alexander; Neuhoff, Daniel - In: Economics letters 133 (2015), pp. 89-91

Persistent link: https://www.econbiz.de/10011432004