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  • Search: subject:"maximum likelihood estimation"
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Year of publication
Subject
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Maximum likelihood estimation 2,610 Maximum-Likelihood-Schätzung 2,488 Schätztheorie 1,296 Estimation theory 1,294 Theorie 804 Theory 787 Schätzung 394 Estimation 391 maximum likelihood estimation 344 Zeitreihenanalyse 310 Time series analysis 307 Stochastischer Prozess 282 Stochastic process 279 Statistische Verteilung 254 Statistical distribution 252 Monte Carlo simulation 245 Monte-Carlo-Simulation 240 Panel 200 Panel study 198 ARCH model 165 ARCH-Modell 164 Sampling 160 Stichprobenerhebung 159 Volatility 159 Volatilität 158 Zustandsraummodell 152 Regressionsanalyse 150 State space model 149 Regression analysis 145 Nichtparametrisches Verfahren 144 Nonparametric statistics 144 Momentenmethode 139 Method of moments 138 Simulation 130 USA 128 United States 124 Bayes-Statistik 113 Bayesian inference 113 Prognoseverfahren 112 Markov chain 110
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Online availability
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Free 1,390 Undetermined 754 CC license 49
Type of publication
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Book / Working Paper 1,659 Article 1,496 Other 11
Type of publication (narrower categories)
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Article in journal 1,086 Aufsatz in Zeitschrift 1,086 Working Paper 842 Graue Literatur 780 Non-commercial literature 780 Arbeitspapier 773 Aufsatz im Buch 69 Book section 69 Hochschulschrift 59 Thesis 57 Article 27 Collection of articles written by one author 14 Sammlung 14 Conference paper 10 Konferenzbeitrag 10 research-article 10 Dissertation u.a. Prüfungsschriften 9 Konferenzschrift 6 Aufsatzsammlung 4 Collection of articles of several authors 4 Forschungsbericht 4 Lehrbuch 4 Sammelwerk 4 Bibliografie enthalten 3 Bibliography included 3 Conference Paper 3 Textbook 3 Amtsdruckschrift 1 Congress Report 1 Einführung 1 Government document 1 Mikroform 1 Nachschlagewerk 1 No longer published / No longer aquired 1 Reference book 1 Statistik 1
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Language
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English 2,705 Undetermined 426 German 29 French 6 Polish 1 Portuguese 1
Author
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Koopman, Siem Jan 71 Pfaffermayr, Michael 32 Lee, Lung-fei 30 Nielsen, Morten Ørregaard 27 Francq, Christian 26 Egger, Peter 25 Otsu, Taisuke 24 Phillips, Peter C. B. 23 Winkelmann, Rainer 22 McAleer, Michael 21 Zakoïan, Jean-Michel 21 Lucas, André 19 Fiorentini, Gabriele 18 Johansen, Søren 18 Liesenfeld, Roman 18 Pesaran, M. Hashem 18 Saikkonen, Pentti 18 Jungbacker, Borus 17 Aït-Sahalia, Yacine 16 Baltagi, Badi H. 16 Sentana, Enrique 16 Yu, Jun 16 Larch, Mario 15 Schorfheide, Frank 15 Lieberman, Offer 14 Zha, Tao 14 Yun, Myeong-Su 13 Cavaliere, Giuseppe 12 Greene, William 12 Magnus, Jan R. 12 Staub, Kevin E. 12 Tsionas, Efthymios G. 12 Wel, Michel van der 12 Zakoian, Jean-Michel 12 Chen, Xiaohong 11 Cuba-Borda, Pablo 11 Hayakawa, Kazuhiko 11 Kristensen, Dennis 11 Li, Kunpeng 11 Lindé, Jesper 11
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Institution
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International Monetary Fund (IMF) 51 National Bureau of Economic Research 26 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 21 CESifo 7 Centre for Analytical Finance <Århus> 7 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 6 EconWPA 6 School of Economics and Management, University of Aarhus 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Tinbergen Instituut 6 Institute for the Study of Labor (IZA) 5 London School of Economics (LSE) 5 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 Tinbergen Institute 4 Université Paris-Dauphine (Paris IX) 4 Agricultural and Applied Economics Association - AAEA 3 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 3 Cowles Foundation for Research in Economics, Yale University 3 Department of Economics, European University Institute 3 Department of Economics, University of Victoria 3 Econometric Society 3 International Monetary Fund 3 Society for Computational Economics - SCE 3 Umeå Universitet / Institutionen för Nationalekonomi 3 C.E.P.R. Discussion Papers 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Center for Policy Research, Maxwell School 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre for Quantitative Economics & Computing 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 Department of Economics, University of Texas-Austin 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Economics Department, Queen's University 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Georgetown University, Department of Economics 2 HAL 2 Institute of Economics, Academia Sinica 2 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 2 Massachusetts Institute of Technology / Department of Economics 2
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Published in...
All
Journal of econometrics 165 Discussion paper / Tinbergen Institute 64 Economics letters 48 IMF Working Papers 48 Psychometrika 43 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 42 Econometric reviews 38 Annals of the Institute of Statistical Mathematics 28 Econometric theory 28 NBER Working Paper 26 Journal of the American Statistical Association : JASA 22 MPRA Paper 21 NBER working paper series 20 The econometrics journal 20 Cowles Foundation discussion paper 19 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 19 Working paper / National Bureau of Economic Research, Inc. 19 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 18 Série des documents de travail / Centre de Recherche en Économie et Statistique 17 CEMMAP working papers / Centre for Microdata Methods and Practice 16 CESifo working papers 16 CREATES research paper 16 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 16 Working paper / Department of Econometrics and Business Statistics, Monash University 16 CESifo Working Paper Series 15 Tinbergen Institute Discussion Paper 15 Working paper 15 Computational Statistics & Data Analysis 14 Computational economics 14 Econometrics : open access journal 14 European journal of operational research : EJOR 14 Applied economics 13 Discussion paper / Center for Economic Research, Tilburg University 13 Discussion paper / Centre for Economic Policy Research 13 Economic modelling 13 Insurance / Mathematics & economics 12 International journal of forecasting 12 Journal of Applied Statistics 12 Statistical Papers / Springer 12 Discussion paper series / IZA 11
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Source
All
ECONIS (ZBW) 2,505 RePEc 507 EconStor 99 BASE 24 USB Cologne (EcoSocSci) 17 Other ZBW resources 14
Showing 31 - 40 of 3,166
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Profit efficiency and technology adoption of Boro rice production in Bangladesh
Hoque, Fazlul; Akter Joya, Tahmina; Asma Akter; Anny, … - In: Iranian economic review : journal of University of Tehran 26 (2022) 3, pp. 511-524
Persistent link: https://www.econbiz.de/10013445355
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The odd power generalized Weibull-G power series class of distributions : properties and applications
Oluyede, Broderick; Moakofi, Thatayaone; Chipepa, Fastel - In: Statistics in transition : an international journal of … 23 (2022) 1, pp. 89-108
We develop a new class of distributions, namely, the odd power generalized Weibull-G powerseries (OPGW-GPS) class of distributions. We present some special classes of the proposeddistribution. Structural properties, have also been derived. We conducted a simulation studyto evaluate the...
Persistent link: https://www.econbiz.de/10013419312
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The length-biased power hazard rate distribution : some properties and applications
Mustafa, Abdelfattah; Khan, M.I. - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 1-16
, and linear hazard rate. Theprocedure of maximum likelihood estimation is taken for parameters. Finally, the applica …
Persistent link: https://www.econbiz.de/10013419421
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Zero-modified Poisson-Modification of Quasi Lindley distribution and its application
Tharshan, Ramajeyam; Wijekoon, Pushpakanthie - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 113-128
The Poisson-Modification of Quasi Lindley (PMQL) distribution is a newly introduced mixed Poisson distribution for over-dispersed count data. The aim of this article is to introduce the Zero-modified PMQL (ZMPMQL) distribution as an alternative to the PMQL distribution in order to accommodate...
Persistent link: https://www.econbiz.de/10014287906
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Type II exponentiated half-logistic-Gompertz Topp-Leone-G family of distributions with applications
Oluyede, Broderick; Moakofi, Thatayaone - In: Central European journal of economic modelling and … 14 (2022) 4, pp. 415-461
Persistent link: https://www.econbiz.de/10013502251
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Self-interest and support of climate-related transport policy measures: An empirical analysis for citizens in Germany and Sweden
Habla, Wolfgang; Kokash, Kumai; Löfgren, Åsa; … - 2024
Based on data from broadly representative surveys among more than 1,400 citizens in Germany and Sweden, this paper empirically examines the support of different groups of climate-related (passenger) transport policy measures targeting vehicle use, public transport, air travel, and bicycle use....
Persistent link: https://www.econbiz.de/10014567506
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Dominated choices in risk and time elicitation
Sommervoll, Dag Einar; Holden, Stein Terje - 2024
Many risk and time elicitation designs rely on choice lists that aim to capture a switch point. A choice list for a respondent typically contains two switch point defining choices; the other responses are dominated in the sense that the preferred option could be inferred from the switch point....
Persistent link: https://www.econbiz.de/10014581247
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Trend-cycle decomposition and forecasting using Bayesian multivariate unobserved components
Jahan-Parvar, Mohammad R.; Knipp, Charles; Szerszeń, … - 2024
Persistent link: https://www.econbiz.de/10015271311
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Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order
Brien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard - In: Econometric theory 40 (2024) 5, pp. 1159-1183
Persistent link: https://www.econbiz.de/10015154320
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Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm
Barigozzi, Matteo; Luciani, Matteo - 2024 - This version: October 23, 2024
Persistent link: https://www.econbiz.de/10015136017
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