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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 51 - 60 of 63
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APPLICATION OF THE EMPIRICAL LIKELIHOOD METHOD IN PROPORTIONAL HAZARDS MODEL
He, Bin - 2007
In survival analysis, proportional hazards model is the most commonly used and the Cox model is the most popular. These models are developed to facilitate statistical analysis frequently encountered in medical research or reliability studies. In analyzing real data sets, checking the validity of...
Persistent link: https://www.econbiz.de/10009431108
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Likelihood ratio tests for fuzzy hypotheses testing
Torabi, Hamzeh; Behboodian, Javad - In: Statistical Papers 48 (2007) 3, pp. 509-522
Persistent link: https://www.econbiz.de/10008533857
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Full Sample Maximum Likelihood Estimation of Dynamic Demand Models
DESCHAMPS, Philippe J. - Center for Operations Research and Econometrics (CORE), … - 1995
The maximum likelihood estimation of dynamic demand models has usually been based on the likelihood function …
Persistent link: https://www.econbiz.de/10005043255
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Types of likelihood maxima in mixture models and their implication on the performance of tests
Seidel, Wilfried; Ševčíková, Hana - In: Annals of the Institute of Statistical Mathematics 56 (2004) 4, pp. 631-654
Persistent link: https://www.econbiz.de/10005169250
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Estimating nonlinear dynamic economies: A likelihood approach
Fernandez-Villaverde, Jesus; Rubio-Ramirez, Juan - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345723
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The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model
McCrorie, J. - In: Statistical Inference for Stochastic Processes 5 (2002) 3, pp. 273-286
Persistent link: https://www.econbiz.de/10005184573
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Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold-Crossing Models
Matzkin, Rosa L. - Cowles Foundation for Research in Economics, Yale University - 1988
distribution of the unobservable random variables. The estimators are obtained by maximizing a likelihood function over …
Persistent link: https://www.econbiz.de/10005634761
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A quasi-likelihood method for fractal-dimension estimation
Wang, You-Gan; Lin, Yan-Xia; Haywood, M.D.E. - In: Mathematics and Computers in Simulation (MATCOM) 48 (1999) 4, pp. 429-436
We propose a simple method of constructing quasi-likelihood functions for dependent data based on conditional-mean–variance relationships, and apply the method to estimating the fractal dimension from box-counting data. Simulation studies were carried out to compare this method with the...
Persistent link: https://www.econbiz.de/10010870716
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Hypothesis testing when the information matrix is singular
Barnabani, Marco - In: Statistical Methods and Applications 6 (1997) 1, pp. 23-35
Persistent link: https://www.econbiz.de/10008590989
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Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?
Schweder, T.; Hjort, N.L. - Økonomisk institutt, Universitetet i Oslo - 1996
The relevance of the Borel paradox to Bayesian Synthesis is explained and illustrated by examples related to the assessment of bowhead whales. It is argued that the paradox is a serious, and that if conditions for the paradox to be of minor concern are observed, the attraction of the Bayesian...
Persistent link: https://www.econbiz.de/10005652163
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