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  • Search: subject:"quasi–maximum likelihood"
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Year of publication
Subject
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Schätztheorie 112 Estimation theory 111 Maximum-Likelihood-Schätzung 94 Maximum likelihood estimation 92 Estimation 52 Schätzung 51 Zeitreihenanalyse 47 Time series analysis 45 ARCH model 40 ARCH-Modell 39 Quasi-maximum likelihood 34 quasi-maximum likelihood 34 Panel 28 Panel study 28 Quasi-maximum likelihood estimation 26 GARCH 24 Volatilität 24 Volatility 23 quasi-maximum likelihood estimation 23 Räumliche Interaktion 19 Spatial interaction 19 Quasi Maximum Likelihood 18 Regressionsanalyse 17 Stochastic process 17 Stochastischer Prozess 17 Theorie 17 Autocorrelation 16 Autokorrelation 16 Regression analysis 16 Quasi maximum likelihood 15 Quasi-maximum likelihood estimator 15 quasi maximum likelihood 14 Börsenkurs 13 Quasi-Maximum Likelihood 13 Regional economics 13 Regionalökonomik 13 quasi-maximum likelihood estimator 13 Share price 12 Statistical distribution 12 Statistische Verteilung 12
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Online availability
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Free 165 Undetermined 108 CC license 4
Type of publication
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Book / Working Paper 166 Article 146 Other 2
Type of publication (narrower categories)
All
Article in journal 97 Aufsatz in Zeitschrift 97 Working Paper 58 Graue Literatur 37 Non-commercial literature 37 Arbeitspapier 34 Article 4 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 Konferenzschrift 1 research-article 1
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Language
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English 191 Undetermined 121 Portuguese 1 Slovak 1
Author
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Francq, Christian 27 Zakoïan, Jean-Michel 16 Zakoian, Jean-Michel 15 Cavaliere, Giuseppe 11 Lee, Lung-fei 10 Wooldridge, Jeffrey M. 10 Studer, Raphael 9 Winkelmann, Rainer 9 Nielsen, Morten Ørregaard 8 Pesaran, M. Hashem 7 Yu, Jihai 7 Aquaro, Michele 6 Bailey, Natalia 6 Wintenberger, Olivier 6 Doz, Catherine 5 Gao, Jiti 5 Giannone, Domenico 5 Iglesias, Emma M. 5 Kim, Donggyu 5 Li, Dong 5 Regnard, Nazim 5 Reichlin, Lucrezia 5 Taylor, Robert 5 Wang, Weining 5 Corradi, Valentina 4 Gorgi, Paolo 4 Ling, Shiqing 4 Meitz, Mika 4 Saikkonen, Pentti 4 Su, Liangjun 4 Tinkl, Fabian 4 Wang, Yazhen 4 White, Halbert 4 Yang, Zhenlin 4 Asai, Manabu 3 Barigozzi, Matteo 3 Chalupka, Radovan 3 Fan, Yan 3 Fernandes, Marcelo 3 Gong, Xiaodong 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 21 School of Economics and Management, University of Aarhus 6 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 5 Department of Economics, University of California-San Diego (UCSD) 4 EconWPA 4 HAL 4 Department of Economics, Oxford University 3 Society for Computational Economics - SCE 3 Université Paris-Dauphine (Paris IX) 3 C.E.P.R. Discussion Papers 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Cowles Foundation for Research in Economics, Yale University 2 Econometric Society 2 Economics Group, Nuffield College, University of Oxford 2 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 2 London School of Economics (LSE) 2 School of Economics, Singapore Management University 2 Agricultural and Applied Economics Association - AAEA 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 Business School, University of Exeter 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Center for Intergenerational Studies, Institute of Economic Research 1 Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 1 Crawford School of Public Policy, Australian National University 1 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department Volkswirtschaftlehre, Universität Bern 1 Department of Economics, European University Institute 1 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, University of California-Santa Barbara (UCSB) 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 East Asian Bureau of Economic Research (EABER) 1 Economics Department, Queen's University 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Forschungsbasierte Infrastruktureinrichtung "Sozio-oekonomisches Panel (SOEP)", DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1
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Published in...
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Journal of econometrics 27 MPRA Paper 21 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 14 Journal of Econometrics 11 Econometric reviews 8 CREATES Research Papers 6 Economics letters 5 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 5 Post-Print / HAL 4 Statistics & Probability Letters 4 University of California at San Diego, Economics Working Paper Series 4 Discussion paper / Tinbergen Institute 3 Econometrics 3 Economics Papers from University Paris Dauphine 3 Economics Series Working Papers / Department of Economics, Oxford University 3 Metrika 3 SOEPpapers on Multidisciplinary Panel Data Research 3 Tinbergen Institute Discussion Paper 3 Working Paper 3 Working paper / Department of Econometrics and Business Statistics, Monash University 3 Annals of economics and statistics 2 Annals of the Institute of Statistical Mathematics 2 CEPR Discussion Papers 2 CESifo Working Paper 2 CESifo working papers 2 CIRANO Working Papers 2 China Finance Review International 2 Computational Statistics & Data Analysis 2 Cowles Foundation Discussion Papers 2 Discussion Papers 2 Econometric Reviews 2 Econometric Society 2004 Far Eastern Meetings 2 Econometrics : open access journal 2 Economics Letters 2 Economics Papers / Economics Group, Nuffield College, University of Oxford 2 Economies : open access journal 2 Finance and economics discussion series 2 IWQW discussion paper series 2 IZA Discussion Papers 2 Journal of applied econometrics 2
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Source
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RePEc 148 ECONIS (ZBW) 135 EconStor 28 BASE 2 Other ZBW resources 1
Showing 21 - 30 of 314
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Non linear correlated random effects models with endogeneity and unbalanced panels
Bates, Michael; Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Econometric reviews 43 (2024) 9, pp. 713-732
Persistent link: https://www.econbiz.de/10015050637
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Bipartite network influence analysis of a two-mode network
Wu, Yujia; Lan, Wei; Fan, Xinyan; Fang, Kuangnan - In: Journal of econometrics 239 (2024) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10015074597
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New approach in dealing with the non-negativity of the conditional variance in the estimation of GARCH model
Settar, Abdeljalil; Fatmi, Nadia Idrissi; Badaoui, Mohammed - In: Central European journal of economic modelling and … 13 (2021) 1, pp. 55-74
Persistent link: https://www.econbiz.de/10012439109
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Quasi-maximum likelihood for estimating structural models
Ben-Abdellatif, Malek; Ben-Ameur, Hatem; Chérif, Rim; … - 2021
Persistent link: https://www.econbiz.de/10012588187
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Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan; Gao, Jiti; Gong, Xiaodong - 2021
Persistent link: https://www.econbiz.de/10012614543
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QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei; Yang, Chao; Yu, Jihai - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
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Simultaneous spatial panel data models with common shocks
Lu, Lina - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
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Overnight GARCH-Itô volatility models
Kim, Donggyu; Shin, Minseok; Wang, Yazhen - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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Analysis of the prevalence of extreme poverty in Africa South of the Sahara : do geographical proximity and corruption spillovers matter?
Olaoye, Olumide Olusegun - In: Journal of economic studies 50 (2023) 3, pp. 480-505
Persistent link: https://www.econbiz.de/10014252404
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Efficient peer effects estimators with group effects
Kuersteiner, Guido M.; Prucha, Ingmar R.; Zeng, Ying - In: Journal of econometrics 235 (2023) 2, pp. 2155-2194
Persistent link: https://www.econbiz.de/10014471449
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