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  • Search: subject:"local likelihood estimation"
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Year of publication
Subject
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local likelihood estimation 5 Estimation theory 4 Schätztheorie 4 Estimation 3 Schätzung 3 Adaptive Estimation 2 Adaptive estimation 2 Asymptotic Expansions 2 Bayes-Statistik 2 Bayesian inference 2 Bayesian local likelihood estimation 2 DSGE model 2 DSGE-Modell 2 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Efficiency 2 Kernel 2 Local Likelihood Estimation 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Nonparametrie Regression 2 asymptotic expansions 2 efficiency 2 kernel 2 nonparametric regression 2 ARCH model 1 ARCH-Modell 1 Actuarial loss models 1 Bank 1 Börsenkurs 1 Capital income 1 Champernowne distribution 1 Correlation 1 DSGE models 1 Indeterminacy 1 International bank 1 Internationale Bank 1 Kapitaleinkommen 1
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Online availability
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Free 5 Undetermined 4
Type of publication
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Book / Working Paper 5 Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 1
Language
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English 6 Undetermined 3
Author
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Xiao, Zhijie 4 Linton, Oliver 2 Linton, Oliver Bruce 2 Wu, Jinshun 2 Gong, Jinguo 1 Gustafsson, J. 1 Hagmann, M. 1 Maiti, Tapabrata 1 Mamatzakis, Emmanuel C. 1 McMillan, David G. 1 Nielsen, J.P. 1 Scaillet, O. 1 Shi, Daimin 1 Tsionas, Efthymios G. 1 Wu, Luyao 1 Wu, Weiou 1
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Institution
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London School of Economics (LSE) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
Published in...
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Computational economics 1 International journal of finance & economics : IJFE 1 LSE Research Online Documents on Economics 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 STICERD - Econometrics Paper Series 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Swiss Finance Institute Research Paper Series 1 The Singapore economic review 1
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Source
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ECONIS (ZBW) 4 RePEc 4 EconStor 1
Showing 1 - 9 of 9
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Bayesian local likelihood estimation of time-varying dsge models : allowing for indeterminacy
Wu, Jinshun; Wu, Luyao - In: Computational economics 64 (2024) 4, pp. 2437-2476
Persistent link: https://www.econbiz.de/10015144019
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Correcting for productivity growth misspecification : a local likelihood estimation in global banking
Mamatzakis, Emmanuel C.; Tsionas, Efthymios G. - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2300-2316
Persistent link: https://www.econbiz.de/10014533416
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A frequency-domain analysis of medium-scale DSGE models
Wu, Jinshun; Maiti, Tapabrata - In: The Singapore economic review 67 (2022) 6, pp. 1951-1986
Persistent link: https://www.econbiz.de/10014240270
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Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo; Wu, Weiou; McMillan, David G.; Shi, Daimin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
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Local Transformation Kernel Density Estimation of Loss Distributions
Gustafsson, J.; Hagmann, M.; Nielsen, J.P.; Scaillet, O. - 2006
We develop a tailor made semiparametric asymmetric kernel density estimator for the estimation of actuarial loss distributions. The estimator is obtained by transforming the data with the generalized Champernowne distribution initially fitted to the data. Then the density of the transformed data...
Persistent link: https://www.econbiz.de/10005162970
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A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver Bruce; Xiao, Zhijie - 2001
We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error …
Persistent link: https://www.econbiz.de/10010310396
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A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver Bruce; Xiao, Zhijie - Sonderforschungsbereich 373, Quantifikation und … - 2001
We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error …
Persistent link: https://www.econbiz.de/10010956400
Saved in:
Cover Image
A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver; Xiao, Zhijie - London School of Economics (LSE) - 2001
We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error …
Persistent link: https://www.econbiz.de/10010745013
Saved in:
Cover Image
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form
Linton, Oliver; Xiao, Zhijie - Suntory and Toyota International Centres for Economics … - 2001
We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error …
Persistent link: https://www.econbiz.de/10005310372
Saved in:
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