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  • Search: subject:"weighted maximum likelihood"
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Year of publication
Subject
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Estimation theory 2 Factor model 2 GAS model 2 Inflation forecasting 2 Logistic regression profiles 2 MIDAS 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Model parameters 2 Outlier 2 Regression analysis 2 Regressionsanalyse 2 Robust approach 2 Schätztheorie 2 Score-driven model 2 Statistical process control 2 Time series analysis 2 Value-at-Risk 2 Weighted maximum likelihood 2 Weighted maximum likelihood estimation 2 Zeitreihenanalyse 2 weighted maximum likelihood 2 Autocorrelation 1 Autokorrelation 1 Bayes modal 1 Forecast 1 Forecasting model 1 Inflation 1 Missing data 1 Portfolio Selection 1 Prognose 1 Prognoseverfahren 1 Regional economics 1 Regionalökonomik 1 Robust statistics 1 Robustes Verfahren 1 Räumliche Interaktion 1 Sampling 1 Skewed-t distribution 1 Spatial error model 1
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Online availability
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Free 4 Undetermined 4
Type of publication
All
Article 4 Book / Working Paper 4
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 research-article 1
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Language
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English 6 Undetermined 2
Author
All
Amiri, Amirhossein 2 Gorgi, Paolo 2 Hakimi, Ahmad 2 Kamranrad, Reza 2 Koopman, Siem Jan 2 Li, Mengheng 2 Boomsma, Anne 1 Hoijtink, Herbert 1 Liu, Jin 1 RENGIFO, Erick 1 ROMBOUTS, Jeroen 1 Rengifo, E.W. 1 Rombouts, Jeroen 1 Wang, Feifei 1 Wang, Hansheng 1 Zhou, Jing 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 1
Published in...
All
CORE Discussion Papers 1 Cahiers de recherche 1 Discussion paper / Tinbergen Institute 1 International Journal of Quality & Reliability Management 1 International journal of quality & reliability management 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Psychometrika 1 Tinbergen Institute Discussion Paper 1
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Source
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ECONIS (ZBW) 3 RePEc 3 EconStor 1 Other ZBW resources 1
Showing 1 - 8 of 8
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Autoregressive model with spatial dependence and missing data
Zhou, Jing; Liu, Jin; Wang, Feifei; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 28-34
Persistent link: https://www.econbiz.de/10012804080
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Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo; Koopman, Siem Jan; Li, Mengheng - 2018
We introduce a mixed-frequency score-driven dynamic model for multiple time series where the score contributions from high-frequency variables are transformed by means of a mixed-data sampling weighting scheme. The resulting dynamic model delivers a flexible and easy-to-implement framework for...
Persistent link: https://www.econbiz.de/10011819541
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Forecasting economic time series using score-driven dynamic models with mixeddata sampling
Gorgi, Paolo; Koopman, Siem Jan; Li, Mengheng - 2018
We introduce a mixed-frequency score-driven dynamic model for multiple time series where the score contributions from high-frequency variables are transformed by means of a mixed-data sampling weighting scheme. The resulting dynamic model delivers a flexible and easy-to-implement framework for...
Persistent link: https://www.econbiz.de/10011809978
Saved in:
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Robust approaches for monitoring logistic regression profiles under outliers
Hakimi, Ahmad; Amiri, Amirhossein; Kamranrad, Reza - In: International Journal of Quality & Reliability Management 34 (2017) 4, pp. 494-507
some, robust approaches including weighted maximum likelihood estimation, redescending M-estimator and a combination of …
Persistent link: https://www.econbiz.de/10014801686
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Cover Image
Robust approaches for monitoring logistic regression profiles under outliers
Hakimi, Ahmad; Amiri, Amirhossein; Kamranrad, Reza - In: International journal of quality & reliability management 34 (2017) 4, pp. 494-507
Persistent link: https://www.econbiz.de/10011704843
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Dynamic Optimal Portfolio Selection in a VaR Framework
Rombouts, Jeroen; Rengifo, E.W. - Institut d'Économie Appliquée, HEC Montréal (École … - 2004
weighted maximum likelihood in a increasing window setup. We determine the best daily investment recommendations in terms of …
Persistent link: https://www.econbiz.de/10005489853
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Dynamic optimal portfolio selection in a VaR framework
RENGIFO, Erick; ROMBOUTS, Jeroen - Center for Operations Research and Econometrics (CORE), … - 2004
weighted maximum likelihood in a increasing window setup. We determine the best daily investment recommendations in terms of …
Persistent link: https://www.econbiz.de/10005043314
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Statistical inference based on latent ability estimates
Hoijtink, Herbert; Boomsma, Anne - In: Psychometrika 61 (1996) 2, pp. 313-330
Persistent link: https://www.econbiz.de/10005376502
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