Search Results - subject:"quasi–maximum likelihood" - EconBiz

What predicts long-term absenteeism, and who disappears from the workforce when enterprises downsize?

Aarstad, Jarle; Kvitastein, Olav Andreas - In: Economies : open access journal 12 (2024) 1, pp. 1-9

disappears from the workforce when downsizing. Analyzing Norwegian enterprise data using dynamic unconditional quasi-maximum … likelihood fixed-effects panel regression and general methods of moments panel regression with instrumental variables, we find …

Persistent link: https://www.econbiz.de/10014496423

Wage inequality's decreasing effect on enterprise operating revenues

Aarstad, Jarle; Kvitastein, Olav Andreas - In: Economies : open access journal 11 (2023) 7, pp. 1-8

This study assesses whether wage inequality affects enterprises' operating revenues and whether operating revenues reversely affect wage inequality. To study our research questions, we analyze panel data from Norway and find that wage inequality decreases operating revenues. I.e., increasing...

Persistent link: https://www.econbiz.de/10014321387

Realized BEKK-CAW models

Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 15 (2023) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10014288366

Quasi-maximum likelihood for estimating structural models

Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - 2023 - Revised: January 2023

Persistent link: https://www.econbiz.de/10014253148

A comment on: "Autoregressive conditional duration : a new model for irregularly spaced transaction data"

Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; … - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 2, pp. 719-729

Persistent link: https://www.econbiz.de/10015401165

Assessing tail risk via a generalized conditional autoregressive expectile model

Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2025

Persistent link: https://www.econbiz.de/10015339822

Time-varying multivariate causal processes

Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - 2022

Persistent link: https://www.econbiz.de/10013494365

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

Tail behavior of ACD models and consequences for likelihood-based estimation

Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; … - In: Journal of econometrics 238 (2024) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10015073910

Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm

Barigozzi, Matteo; Luciani, Matteo - 2024 - This version: September 26, 2024

Persistent link: https://www.econbiz.de/10015123794

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