Narrow search
Showing 1 - 10 of 227
Cover Image
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
Cover Image
Bayesian local likelihood estimation of time-varying dsge models : allowing for indeterminacy
Wu, Jinshun; Wu, Luyao - In: Computational economics 64 (2024) 4, pp. 2437-2476
Persistent link: https://www.econbiz.de/10015144019
Cover Image
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu; Gao, Kang; Li, Yong; Zhang, Qiaosen - In: Computational economics 60 (2022) 1, pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
Cover Image
Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano - In: Computational economics 36 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
Cover Image
Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction
An, Xin; Liu, Shulin; Xu, Shuo - In: Computational economics 38 (2011) 4, pp. 439-463
Persistent link: https://www.econbiz.de/10009356901
Cover Image
How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller - In: Computational economics 35 (2010) 2, pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
Cover Image
A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.; Tucci, Marco Paolo - In: Computational economics 49 (2017) 3, pp. 363-385
Persistent link: https://www.econbiz.de/10011762113
Cover Image
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia; Bartolucci, Francesco - In: Computational economics 49 (2017) 4, pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
Cover Image
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer; Kibria, B. M. Golam - In: Computational economics 58 (2021) 2, pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Cover Image
Estimating dynamic binary panel data model with random effects : a computational note
Yu, Gang; Wei Gao; Wang, Weiguo; Wang, Shaoping - In: Computational economics 51 (2018) 3, pp. 535-539
Persistent link: https://www.econbiz.de/10011963705