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Maximum likelihood estimation
18
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18
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9
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8
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3
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The econometrics journal
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1
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
2
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Li, Chaojun
;
Liu, Yan
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10013543277
Saved in:
3
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
4
Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
Saved in:
5
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
6
Likelihood-based dynamic factor analysis for measurement and forecasting
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011378457
Saved in:
7
Maximization by parts in extremum estimation
Fan, Yanqin
;
Pastorello, Sergio
;
Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
Saved in:
8
Estimation of discrete games with correlated types
Haiqing Xu
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 241-270
Persistent link: https://www.econbiz.de/10010498720
Saved in:
9
Quasi-maximum likelihood estimation of discretely observed diffusions
Huang, Xiao
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10009381873
Saved in:
10
The Tobit model with a non-zero threshold
Carson, Richard T.
;
Sun, Yixiao
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 488-502
Persistent link: https://www.econbiz.de/10003637594
Saved in:
11
Local sensitivity and diagnostic tests
Magnus, Jan R.
;
Vasnev, Andrey L.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 166-192
Persistent link: https://www.econbiz.de/10003451753
Saved in:
12
Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
Kawakatsu, Hiroyuki
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10003560004
Saved in:
13
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
Saved in:
14
The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
Greene, William H.
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 98-119
Persistent link: https://www.econbiz.de/10002121971
Saved in:
15
A new technique for simulating the likelihood of stochastic differential equations
Nicolau, João
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10001683694
Saved in:
16
Maximum likelihood estimates for the Hildreth-Houck random coefficients model
Zaman, Asad
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001683712
Saved in:
17
Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application
Munkin, Murat K.
;
Trivedi, Pravin K.
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10001449258
Saved in:
18
Simulated maximum likelihood estimation in transition models
Kamionka, Thierry
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001443686
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