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Approximate maximum likelihood for complex structural models
Czellar, Veronika; Frazier, David T.; Renault, Eric - In: Journal of econometrics 231 (2022) 2, pp. 432-456
Persistent link: https://www.econbiz.de/10013464861
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Maximum likelihood estimation of the Markov chain model with macro data and the Ecological inference model
Cate, Arie ten - In: Journal of economic and social measurement 43 (2018) 1/2, pp. 1-9
Persistent link: https://www.econbiz.de/10012052908
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Estimation and inference for high dimensional factor model with regime switching
Urga, Giovanni; Wang, Fa - In: Journal of econometrics 241 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015075174
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Exit dynamics of start-up firms : structural estimation using indirect inference
Golombek, Rolf; Raknerud, Arvid - In: Journal of econometrics 205 (2018) 1, pp. 204-225
Persistent link: https://www.econbiz.de/10012110256
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Accelerated MM algorithms for inference of ranking scores from comparison data
Vojnović, Milan; Yun, Se-Young; Zhou, Kaifang - In: Operations research 71 (2023) 4, pp. 1318-1342
Persistent link: https://www.econbiz.de/10014338197
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Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Tang, Niansheng; Yan, Xiaodong; Zhao, Puying - In: Journal of econometrics 202 (2018) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10011974553
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Likelihood inference in an autoregression with fixed effects
Dhaene, Geert; Jochmans, Koen - In: Econometric theory 32 (2016) 5, pp. 1178-1215
Persistent link: https://www.econbiz.de/10011661738
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Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of econometrics 196 (2017) 1, pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
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Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu; Wang, Yazhen - In: Journal of econometrics 194 (2016) 2, pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 207 (2018) 1, pp. 114-128
Persistent link: https://www.econbiz.de/10012116128