Search Results - subject:"simulated maximum likelihood estimator"

Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models

Hahn, Jinyong; Liu, Xueyuan - In: Economics letters 219 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013470559

Simulated ML Estimation of Financial Agent-Based Models

Baruník, Jozef; Kukačka, Jiří - 2016

Maximum Likelihood Estimator (NPSMLE) based on kernel methods by Kristensen and Shin (2012) and elaborate its capability for … not rely upon restrictive theoretical assumptions. We customise a recent methodology of the Non-Parametric Simulated …

Persistent link: https://www.econbiz.de/10011787270

Simulated ML estimation of financial agent-based models

Baruník, Jozef; Kukačka, Jiří - 2016

Persistent link: https://www.econbiz.de/10011448663

Modeling Response Bias in Count: A Structural Approach With an Application to the National Crime Victimization Survey Data

Li, Tong; Trivedi, Pravin K.; Guo, Jiequn - In: Sociological Methods & Research 31 (2003) 4, pp. 514-544

€œstopped-sumâ€ model. A simulated maximum likelihood estimator is proposed, and its finite sample performance is investigated through Monte …

Persistent link: https://www.econbiz.de/10010789569