Search Results - subject:"maximum-likelihoodestimation"

A panel data model with generalized higher-order network effects

Baltagi, Badi H.; Ding, Sophia; Egger, Peter - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 9-35). 2022

Persistent link: https://www.econbiz.de/10013192859

Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?

Hsiao, Cheng; Zhou, Qiankun - In: Essays in honor of Joon Y. Park : econometric …, (pp. 353-384). 2023

Persistent link: https://www.econbiz.de/10014315463

A constant gain learning framework to understand the behaviour of US inflation and unemployment in the 2nd half of 20th century

Raamasrinivas, M.Venkata; Srinivasan, Naveen - 2020

Persistent link: https://www.econbiz.de/10013470993

On identification issues in business cycle accounting models

Brinca, Pedro; Iskrev, Nikolay; Loria, Francesca - In: Essays in honour of Fabio Canova, (pp. 55-138). 2022

Persistent link: https://www.econbiz.de/10013443972

Pseudo-Maximum Likelihood Estimation of ARCH(8) Models

Robinson, Peter M; Zaffaroni, Paolo - Suntory and Toyota International Centres for Economics … - 2005

Strong consistency and asymptotic normality of the Gaussian pseudo-maximumlikelihood estimate of the parameters in a wide class of ARCH(8) processesare established. We require the ARCH weights to decay at least hyperbolically,with a faster rate needed for the central limit theorem than for the...

Persistent link: https://www.econbiz.de/10005310379

A Maximum Likelihood Estimator of the Commodity Storage Model with an Application to the World Sugar Market

Cafiero, Carlo; Bobenrieth, Eugenio; Bobenrieth, Juan; … - Departamento de Economía, Facultad de Ciencias … - 2010

Persistent link: https://www.econbiz.de/10010856260