//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
~isPartOf:"CREATES research paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Maximum-Likelihood-Methode"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Maximum likelihood estimation
32
Maximum-Likelihood-Schätzung
32
Estimation theory
18
Schätztheorie
18
ARCH model
10
ARCH-Modell
10
Theorie
8
Theory
8
Estimation
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
Heteroscedasticity
4
Heteroskedastizität
4
Stochastic process
4
Stochastischer Prozess
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Statistical distribution
3
Statistische Verteilung
3
Cointegration
2
Kointegration
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Probit model
2
Probit-Modell
2
Risikomaß
2
Risk measure
2
Sampling
2
Stichprobenerhebung
2
USA
2
United States
2
VAR model
2
VAR-Modell
2
1965-2008
1
1994-2001
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
28
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
28
Working Paper
28
Graue Literatur
27
Non-commercial literature
27
Article in journal
4
Aufsatz in Zeitschrift
4
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
30
German
1
French
1
Author
All
Francq, Christian
6
Zakoïan, Jean-Michel
6
Nielsen, Morten Ørregaard
4
Cavaliere, Giuseppe
2
Fermanian, Jean-David
2
Jansson, Michael
2
Patilea, Valentin
2
Rahbek, Anders
2
Taylor, Robert
2
Abberger, Klaus
1
Baltazar-Larios, Fernando
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Edon, Cyrique
1
Eymann, Angelika
1
Floor Brix, Anne
1
Foncel, Jérôme
1
Gouriéroux, Christian
1
Han, Heejoon
1
Heiler, Siegfried
1
Hillebrand, Eric
1
Holly, Alberto
1
Horváth, Lajos
1
Hristache, Marian
1
Jung, Robert
1
Jungbacker, Borus
1
Kamionka, Thierry
1
Karlis, Dimitri
1
Koopman, Siem Jan
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lee, Jeong Eun
1
Li, Dong
1
Liesenfeld, Roman
1
Ling, Shiqing
1
Lunde, Asger
1
Mikkelsen, Jakob Guldbæk
1
Monfort, Alain
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
more ...
less ...
Published in...
All
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
CREATES research paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
135
Discussion paper / Tinbergen Institute
58
Economics letters
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric reviews
30
Tinbergen Institute Discussion Paper
22
Econometric theory
21
NBER Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Journal of the American Statistical Association : JASA
18
The econometrics journal
18
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER working paper series
15
Working paper
15
CESifo working papers
14
Cowles Foundation discussion paper
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Discussion paper / Centre for Economic Policy Research
13
Insurance / Mathematics & economics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Discussion paper / Center for Economic Research, Tilburg University
12
Economic modelling
12
Econometrics : open access journal
11
International journal of forecasting
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Computational economics
10
Discussion paper series / IZA
10
European journal of operational research : EJOR
10
Journal of applied econometrics
10
Journal of economic dynamics & control
10
Working Paper
10
Queen's Economics Department working paper
9
Economics working paper
8
Statistical papers
8
Série des documents de travail
8
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
32
of
32
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
2
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
3
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
4
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
5
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
6
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
7
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
8
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates
Han, Heejoon
;
Kristensen, Dennis
-
2012
Persistent link: https://www.econbiz.de/10009537600
Saved in:
9
Optimal predictions of powers of conditionally heteroskedastic processes
Francq, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748872
Saved in:
10
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10008651742
Saved in:
11
Efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael
;
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003903502
Saved in:
12
Nearly efficient likelihood ration tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003874172
Saved in:
13
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003875669
Saved in:
14
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
15
Dynamic asset correlations based on vines
Poignard, Benjamin
;
Fermanian, Jean-David
-
2014
Persistent link: https://www.econbiz.de/10010481261
Saved in:
16
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
17
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
18
Importance sampling schemes for evidence approximation in mixture models
Lee, Jeong Eun
;
Robert, Christian P.
-
2013
Persistent link: https://www.econbiz.de/10010348586
Saved in:
19
Estimating the marginal law of a time series with applications to heavy tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
-
2011
Persistent link: https://www.econbiz.de/10009552653
Saved in:
20
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
21
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
22
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
23
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
24
Modélisation dynamique de la participation au marché du travail des femmes en couple
Edon, Cyrique
;
Kamionka, Thierry
-
2006
Persistent link: https://www.econbiz.de/10003342574
Saved in:
25
The effects of ignoring level shifts on systems cointegration tests
Trenkler, Carsten
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
89
(
2005
)
3
,
pp. 281-301
Persistent link: https://www.econbiz.de/10003050661
Saved in:
26
Semiparametric single-index poisson regression model with unobserved heterogeneity
Foncel, Jérôme
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002115799
Saved in:
27
Bootstrap confidence intervals in mixtures of discrete distributions
Karlis, Dimitri
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002115820
Saved in:
28
Zur Simulated Maximum-Likelihood-Schätzung von Mehrperioden-Mehralternativen-Probitmodellen
Ziegler, Andreas
;
Eymann, Angelika
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
3
,
pp. 319-342
Persistent link: https://www.econbiz.de/10001605136
Saved in:
29
Estimating time series models for count data using efficient importance sampling
Jung, Robert
;
Liesenfeld, Roman
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001627138
Saved in:
30
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
31
Simultaneous estimation of parameters for a generalized logistic distribution and application to time series models
Abberger, Klaus
;
Heiler, Siegfried
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
84
(
2000
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10001473470
Saved in:
32
Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
Broze, Laurence
;
Gouriéroux, Christian
-
1995
Persistent link: https://www.econbiz.de/10000919516
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->