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  • Search: subject:"parameter on the boundary"
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Year of publication
Subject
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Parameter on the boundary 3 ARCH model 2 ARCH-Modell 2 Estimation theory 2 Finite Mixtures 2 Finite mixtures 2 Non-standard asymptotics 2 Parameter on the Boundary 2 Parametric Bootstrap 2 Partial Identification 2 Portmanteau test 2 Profiled Likelihood Ratio Statistic 2 Schätztheorie 2 Statistical test 2 Statistischer Test 2 Augmented DAR model 1 Autocorrelation 1 Autokorrelation 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Conditional heteroscedastistic models 1 DAR model 1 GARCH 1 Heavy-tailedness 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Parametric bootstrap 1 Partial identification 1 Profiled likelihood ratio statistic 1 Self-weighted QMLE 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 parameter on the boundary 1 parametric bootstrap 1 partial identification 1 profiled likelihood ratio statistic 1
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Online availability
All
Free 4 Undetermined 2
Type of publication
All
Book / Working Paper 4 Article 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 4 Undetermined 2
Author
All
Chen, Xiaohong 4 Ponomareva, Maria 4 Tamer, Elie 3 Jiang, Feiyu 2 Ben, Youhong 1 Li, Dong 1 Tamer, Elie T. 1 Zhu, Ke 1
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Institution
All
Centre for Microdata Methods and Practice (CEMMAP) 1 Cowles Foundation for Research in Economics, Yale University 1
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice 1 CeMMAP working papers 1 Cowles Foundation Discussion Papers 1 Economics letters 1 Journal of econometrics 1 cemmap working paper 1
Source
All
ECONIS (ZBW) 3 RePEc 2 EconStor 1
Showing 1 - 6 of 6
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Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu; Li, Dong; Zhu, Ke - In: Journal of econometrics 215 (2020) 1, pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
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A note on Portmanteau tests for conditional heteroscedastistic models
Ben, Youhong; Jiang, Feiyu - In: Economics letters 192 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508571
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Likelihood inference in some finite mixture models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie - 2013
Parametric mixture models are commonly used in applied work, especially empiri- cal economics, where these models are often employed to learn for example about the proportions of various types in a given population. This paper examines the inference question on the proportions (mixing...
Persistent link: https://www.econbiz.de/10010318711
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Likelihood Inference in Some Finite Mixture Models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie - Cowles Foundation for Research in Economics, Yale University - 2013
Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are often employed to learn for example about the proportions of various types in a given population. This paper examines the inference question on the proportions (mixing probability)...
Persistent link: https://www.econbiz.de/10010686945
Saved in:
Cover Image
Likelihood inference in some finite mixture models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie - Centre for Microdata Methods and Practice (CEMMAP) - 2013
Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are often employed to learn for example about the proportions of various types in a given population. This paper examines the inference question on the proportions (mixing probability)...
Persistent link: https://www.econbiz.de/10010660011
Saved in:
Cover Image
Likelihood inference in some finite mixture models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie T. - 2013 - Current version May 6, 2013
Parametric mixture models are commonly used in applied work, especially empiri- cal economics, where these models are often employed to learn for example about the proportions of various types in a given population. This paper examines the inference question on the proportions (mixing...
Persistent link: https://www.econbiz.de/10009742927
Saved in:
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