Search Results - subject:"maximum"

From proximity to correlation : how different measures of distance shape U.S. emerging market stock market co-movements

Bonga-Bonga, Lumengo; Ncube, Lavie - In: Economies : open access journal 14 (2026) 1, pp. 1-15

stock market correlations between the United States and selected emerging economies. To this end, the Poisson Pseudo Maximum …

Persistent link: https://www.econbiz.de/10015625849

Regularized maximum likelihood estimation for the random coefficients model

Dunker, Fabian; Mendoza, Emil; Reale, Marco - In: Econometric reviews 44 (2025) 2, pp. 192-213

Persistent link: https://www.econbiz.de/10015196597

Enforcing an admissible parameter space for vector MEM : the fundamental role of matrix inequality constraints

Karanasos, Menelaos; Xu, Yongdeng; Yfanti, Stavroula; … - 2026

constrained maximum likelihood estimation for the multivariate process, which ensures compliance with these matrix inequalities …

Persistent link: https://www.econbiz.de/10015614295

Using generalized estimating equations to estimate nonlinear models with spatial data

Wang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan; … - In: Econometric reviews 44 (2025) 2, pp. 214-242

Persistent link: https://www.econbiz.de/10015196599

Noncausal AR processes driven by causal GARCH volatility

Velasquez-Gaviria, Daniel; Zakoïan, Jean-Michel - 2026

Persistent link: https://www.econbiz.de/10015604163

Simulated maximum likelihood estimation of the sequential search model

Chung, Jae Hyen; Chintagunta, Pradeep K.; Misra, Sanjog - In: Quantitative marketing and economics : QME 23 (2025) 1, pp. 105-164

Persistent link: https://www.econbiz.de/10015332998

Maximum trimmed likelihood estimation for discrete multivariate Vasicek processes

Fullerton, Thomas M.; Pokojovy, Michael; Anum, Andrews T.; … - In: Economies : open access journal 13 (2025) 3, pp. 1-28

model violations, a maximum trimmed likelihood estimation (MTLE) approach is utilized to derive a system of nonlinear …

Persistent link: https://www.econbiz.de/10015338665

Power law heteroskedasticity

Price, David J. - 2026

Persistent link: https://www.econbiz.de/10015647094

Bootstrap initialization of MLE for infinite mixture distributions with applications in insurance data

Mutaqin, Aceng Komarudin - In: Risks : open access journal 13 (2025) 10, pp. 1-17

Maximum likelihood estimation (MLE) in infinite mixture distributions often lacks closed-form solutions, requiring … initialization and yield consistent maximum likelihood estimates even when raw moments are undefined. The practical applicability of …

Persistent link: https://www.econbiz.de/10015492650

Estimating, forecasting and backtesting a family of exponential and other GARCH models using the fEGarch package

Schulz, Dominik; Feng, Yuanhua; Peitz, Christian; … - 2026

Persistent link: https://www.econbiz.de/10015627061