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  • Search: subject:"local maximum likelihood estimation"
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Year of publication
Subject
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local maximum likelihood estimation 4 Local maximum likelihood estimation 3 heterogeneity 3 semiparametric Logit 3 value of reliability 3 value of time 3 Commuting 2 Economy of time 2 Logit model 2 Logit-Modell 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Pendelverkehr 2 Theorie 2 Theory 2 Willingness to pay 2 Zahlungsbereitschaftsanalyse 2 Zeitökonomie 2 Bootstrap resampling 1 Confidence band 1 Copulas 1 Cost efficiency 1 Data envelopment analysis 1 GARCH models 1 Heterogeneity 1 Hypothesis test 1 Latent variable 1 Nonlinear dynamical models 1 Semiparametric logit 1 Structural equation models 1 U.S. commercial bank 1 Value of reliability 1 Value of time 1 Value-at-Risk 1
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Online availability
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Free 4 Undetermined 3
Type of publication
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Book / Working Paper 4 Article 3
Type of publication (narrower categories)
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Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Working Paper 1
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Language
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Undetermined 4 English 3
Author
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Koster, Hans 4 Koster, Paul 3 Koster, Paul R. 1 Kumbhakar, Subal 1 Lee, Sik-Yum 1 MELO, EDUARDO F. L. DE 1 MENDES, BEATRIZ V. M. 1 Tsionas, Efthymios 1 Zhang, Wenyang 1
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Institution
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European Regional Science Association 1
Published in...
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53rd Congress of the European Regional Science Association: "Regional Integration: Europe, the Mediterranean and the World Economy", 27-31 August 2013, Palermo, Italy 1 Discussion paper / Tinbergen Institute 1 ERSA conference papers 1 Empirical Economics 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 Quantitative Finance 1
Source
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RePEc 4 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 7 of 7
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Commuters' preferences for fast and reliable travel
Koster, Paul; Koster, Hans - 2013
Travel congestion is considered as the most important negative externality of urban agglomerations. Despite the recommendations of urban and transport researchers, congestion tolls are rarely applied, mainly because these policies are not generally accepted by a broad public. Recently,...
Persistent link: https://www.econbiz.de/10011397521
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Analysing Heterogeneity in the Value of Travel Time and Reliability: A Semiparametric Estimation Approach
Koster, Paul; Koster, Hans - European Regional Science Association - 2013
Travel congestion is considered as the most important negative externality of urban agglomerations. Despite the recommendations of urban and transport researchers, congestion tolls are rarely applied, mainly because these policies are not generally accepted by a broad public. Recently,...
Persistent link: https://www.econbiz.de/10010740408
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Commuters' preferences for fast and reliable travel
Koster, Paul; Koster, Hans - 2013
Persistent link: https://www.econbiz.de/10010191398
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Commuters' preferences for fast and reliable travel
Koster, Paul R.; Koster, Hans - 2013
Traffic congestion contributes to longer travel times and increased travel time variability. We account for the dynamic nature of travellers' choices, by deriving a closed-form solution for the costs of travel time variability. The resulting travel delay cost function is linear in the mean...
Persistent link: https://www.econbiz.de/10011532468
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LOCAL ESTIMATION OF DYNAMIC COPULA MODELS
MENDES, BEATRIZ V. M.; MELO, EDUARDO F. L. DE - In: International Journal of Theoretical and Applied … 13 (2010) 02, pp. 241-258
this paper we exploit this stylized fact combined with local maximum likelihood estimation of copula models to analyze the …
Persistent link: https://www.econbiz.de/10008467152
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Nonlinear dynamical structural equation models
Zhang, Wenyang; Lee, Sik-Yum - In: Quantitative Finance 9 (2009) 3, pp. 305-314
Structural equation models (SEMs) have been widely used in behavioural, educational, medical and socio-psychological research for exploring and confirming relations among observed and latent variables. In the existing SEMs, the unknown coefficients in the measurement and structural equations are...
Persistent link: https://www.econbiz.de/10004982260
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Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks
Kumbhakar, Subal; Tsionas, Efthymios - In: Empirical Economics 34 (2008) 3, pp. 585-602
Persistent link: https://www.econbiz.de/10005759504
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