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Search: subject:"likelihood function"
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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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Free
30
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24
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Article
37
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25
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1
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13
Aufsatz in Zeitschrift
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10
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5
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English
33
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30
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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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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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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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RePEc
35
ECONIS (ZBW)
18
EconStor
8
BASE
2
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1
Bayesian rule in the framework of uncertainty theory
Lio, Waichon
;
Kang, Rui
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
3
,
pp. 337-358
Persistent link: https://www.econbiz.de/10014321873
Saved in:
2
Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús
;
Hurtado, Samuel
;
Nuño, Galo
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
3
,
pp. 869-901
Persistent link: https://www.econbiz.de/10014309721
Saved in:
3
Financial Frictions and the Wealth Distribution
Fernández-Villaverde, Jesús
;
Hurtado, Samuel
;
Nuño, Galo
-
2020
computed using machine learning and how they can be estimated with a
likelihood
function
, using inference with diffusions. …
Persistent link: https://www.econbiz.de/10012269552
Saved in:
4
Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús
;
Hurtado López, Samuel
; …
-
2020
computed using machine learning and how they can be estimated with a
likelihood
function
, using inference with diffusions …
Persistent link: https://www.econbiz.de/10012524850
Saved in:
5
Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús
;
Hurtado, Samuel
;
Nuño, Galo
-
2020
Persistent link: https://www.econbiz.de/10012226875
Saved in:
6
Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús
;
Hurtado, Samuel
;
Nuño, Galo
-
2020
computed using machine learning and how they can be estimated with a
likelihood
function
, using inference with diffusions. …
Persistent link: https://www.econbiz.de/10012260513
Saved in:
7
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael
- In:
Journal of Risk and Financial Management
12
(
2019
)
2
,
pp. 1-7
Persistently high negative covariances between risky assets and hedging instruments are intended to mitigate against risk and subsequent financial losses. In the event of having more than one hedging instrument, multivariate covariances need to be calculated. Optimal hedge ratios are unlikely to...
Persistent link: https://www.econbiz.de/10012611132
Saved in:
8
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model
McAleer, Michael
- In:
Journal of Risk and Financial Management
12
(
2019
)
2
,
pp. 1-9
In order to hedge efficiently, persistently high negative covariances or, equivalently, correlations, between risky assets and the hedging instruments are intended to mitigate against financial risk and subsequent losses. If there is more than one hedging instrument, multivariate covariances and...
Persistent link: https://www.econbiz.de/10012611137
Saved in:
9
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/66
,
pp. 1-7
Persistently high negative covariances between risky assets and hedging instruments are intended to mitigate against risk and subsequent financial losses. In the event of having more than one hedging instrument, multivariate covariances need to be calculated. Optimal hedge ratios are unlikely to...
Persistent link: https://www.econbiz.de/10012022157
Saved in:
10
What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/61
,
pp. 1-9
In order to hedge efficiently, persistently high negative covariances or, equivalently, correlations, between risky assets and the hedging instruments are intended to mitigate against financial risk and subsequent losses. If there is more than one hedging instrument, multivariate covariances and...
Persistent link: https://www.econbiz.de/10012022209
Saved in:
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