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  • Search: subject:"simulated maximum likelihood"
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Year of publication
Subject
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simulated maximum likelihood 38 Simulated Maximum Likelihood 26 Maximum-Likelihood-Schätzung 17 Simulated maximum likelihood 17 Maximum likelihood estimation 15 Simulation 14 Theorie 12 Schätztheorie 9 Importance sampling 8 Schätzung 8 importance sampling 8 Estimation theory 7 Maximum-Likelihood-Methode 7 Stockholding 7 Importance Sampling 6 Theory 6 Volatilität 6 panel data 6 simulated maximum likelihood estimation 6 Forecasting 5 Household Finance 5 Multivariate Probit 5 Stichprobenerhebung 5 Stochastic volatility 5 Behavioral Heuristics 4 Consumer behaviour 4 Expectation-Maximization 4 GARCH 4 Intensity of Choice 4 Kalman filter 4 Konsumentenverhalten 4 Laplace approximation 4 Markov switching 4 Multi-state Duration models 4 Parameter Driven models 4 Probit-Modell 4 Sampling 4 State space models 4 Stochastischer Prozess 4 Stock indices 4
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Online availability
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Free 100
Type of publication
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Book / Working Paper 96 Article 4
Type of publication (narrower categories)
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Working Paper 43 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article in journal 3 Aufsatz in Zeitschrift 3 Report 1
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Language
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English 65 Undetermined 35
Author
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Koopman, Siem Jan 12 Georgarakos, Dimitris 8 Scharth, Marcel 8 Christelis, Dimitris 6 Kukacka, Jiri 6 Haliassos, Michael 5 Lucas, André 5 Yu, Jun 5 Banachewicz, Konrad 4 Liesenfeld, Roman 4 Richard, Jean-François 4 Sacht, Stephen 4 Skaug, Hans J. 4 Ziegler, Andreas 4 Kalb, Guyonne 3 Lucas, Andre 3 Monteiro, André A. 3 Sauer, Robert M. 3 Scutella, Rosanna 3 Uspensky, Eugenie Hol 3 Barunik, Jozef 2 Baruník, Jozef 2 Breunig, Robert 2 Cappellari, Lorenzo 2 Christelis, Dimitrios 2 Flórez A., Jorge Hernán 2 Gong, Xiaodong 2 Graham, Bryan S. 2 Habla, Wolfgang 2 Herrera-Araujo, Daniel 2 Jang, Tae-Seok 2 Jung, Robert 2 Kaltenborn, Ulrich 2 Kleppe, Tore Selland 2 Kokash, Kumai 2 Kukačka, Jiří 2 Löfgren, Åsa 2 Oguzoglu, Umut 2 Pelican, Andrin 2 Rendtel, Ulrich 2
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Institution
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School of Economics, Singapore Management University 5 Tinbergen Institute 5 Tinbergen Instituut 5 Agricultural and Applied Economics Association - AAEA 3 Center for Financial Studies 3 Centre for Household, Income, Labour and Demographic Economics (CHILD) 2 Centro Studi di Economia e Finanza (CSEF) 2 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 Institute for the Study of Labor (IZA) 2 Centre for Development Economics, Delhi School of Economics 1 Centre for Household, Income, Labour and Demographic Economics (CHILD), Collegio Carlo Alberto 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Resource Economics, University of Nevada-Reno 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 1 Econometric Society 1 Economics Department, Queen's University 1 Economics Department, University of Nevada-Reno 1 European Association of Agricultural Economists - EAAE 1 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1 HAL 1 Institutionen för Nationalekonomi, Umeå Universitet 1 International Conferences on Panel Data 1 Luxembourg Institute of Socio-Economic Research (CEPS/INSTEAD) 1 NET Institute 1 Nationalekonomiska institutionen, Handelshögskolan 1 Research School of Economics, College of Business and Economics 1 Treasury, Government of New Zealand 1 University of Toronto, Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Integrationsforschung (ZEI), Rheinische Friedrich-Wilhelms-Universität Bonn 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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Tinbergen Institute Discussion Papers 10 IZA Discussion Papers 7 Discussion paper / Tinbergen Institute 5 Tinbergen Institute Discussion Paper 5 Working Papers / School of Economics, Singapore Management University 5 Economics Working Paper 4 CFS Working Paper Series 3 2001 Annual meeting, August 5-8, Chicago, IL 2 CFS Working Paper 2 CHILD Working Papers 2 CSEF Working Papers 2 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 Economics working paper 2 Working paper 2 cemmap working paper 2 10th International Conference on Panel Data, Berlin, July 5-6, 2002 1 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 1 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CEPR Discussion Papers 1 CHILD Working Papers Series 1 CeMMAP working papers 1 Discussion Papers / Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Discussion paper 1 Discussion paper series / IZA 1 Diskussionsbeiträge 1 Econometric Society 2004 Australasian Meetings 1 Economics Working Paper Series 1 Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú 1 FinMaP-Working Paper 1 Finmap working paper 1 IES Working Paper 1 IES working paper 1 LISER Working Paper Series 1 MPRA Paper 1 Monash Econometrics and Business Statistics Working Papers 1 New Zealand Treasury Working Paper 1 Post-Print / HAL 1
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Source
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RePEc 53 EconStor 27 ECONIS (ZBW) 19 BASE 1
Showing 1 - 10 of 100
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Simulated maximum likelihood estimation of the sequential search model
Chung, Jae Hyen; Chintagunta, Pradeep K.; Misra, Sanjog - 2025
Persistent link: https://www.econbiz.de/10015332998
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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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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/10014565318
Saved in:
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Scenario sampling for large supermodular games
Graham, Bryan S.; Pelican, Andrin - 2023
-market entry games. More generally, the algorithm facilitates simulated maximum likelihood (SML) estimation of games with large …
Persistent link: https://www.econbiz.de/10014480510
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Cover Image
Scenario sampling for large supermodular games
Graham, Bryan S.; Pelican, Andrin - 2023 - This Draft: July 2023
-market entry games. More generally, the algorithm facilitates simulated maximum likelihood (SML) estimation of games with large …
Persistent link: https://www.econbiz.de/10014316766
Saved in:
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Poverty dynamics in Nairobi's slums : testing for state dependence and heterogeneity effects
Islam, Nizamul; Faye, Ousmane - In: Economía : revista del Departamento de Economía, … 45 (2022) 90, pp. 48-73
Persistent link: https://www.econbiz.de/10014253609
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Estimation of Heuristic Switching in Behavioral Macroeconomic Models
Kukacka, Jiri; Sacht, Stephen - 2021
heterogeneous agents. The simulation study shows that the proposed simulated maximum likelihood method identifies the behavioral …
Persistent link: https://www.econbiz.de/10012435779
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Estimation of heuristic switching in behavioral macroeconomic models
Kukacka, Jiri; Sacht, Stephen - 2021
heterogeneous agents. The simulation study shows that the proposed simulated maximum likelihood method identifies the behavioral …
Persistent link: https://www.econbiz.de/10012431963
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On the estimation of behavioral macroeconomic models via simulated maximum likelihood
Kukacka, Jiri; Jang, Tae-Seok; Sacht, Stephen - 2018
In this paper, we introduce the simulated maximum likelihood method for identifying behavioral heuristics of …
Persistent link: https://www.econbiz.de/10011944451
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Does the lending rate impact ETF's prices?
Genaro, Alan de; Avellaneda, Marco - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 287-319
Persistent link: https://www.econbiz.de/10012129515
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