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Maximum Likelihood Estimation...
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Phillips, Peter C. B.
34
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25
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18
Koop, Gary
18
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18
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15
Swanson, Norman R.
15
Yu, Jun
15
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14
Granger, C. W. J.
14
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14
Timmermann, Allan
14
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13
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13
Chib, Siddhartha
12
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12
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12
Bai, Jushan
11
Corradi, Valentina
11
Diebold, Francis X.
11
Dijk, Herman K. van
11
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11
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11
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11
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11
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11
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10
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10
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10
Park, Joon Y.
10
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9
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9
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9
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9
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9
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9
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National Bureau of Economic Research
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1
Improved marginal likelihood estimation via power posteriors and importance
sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
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2
Generalized dynamic panel data models with random effects for cross-section and time
Mesters, G.
;
Koopman, Siem Jan
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
Saved in:
3
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
Saved in:
4
Estimation of integrated quadratic covariation with endogenous
sampling
times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
Saved in:
5
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
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6
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovič, Renata
;
Čížek, Pavel
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 214-243
Persistent link: https://www.econbiz.de/10013472895
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7
Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables
Oberhelman, Dennis
;
Kadiyala, K. Rao
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10001497694
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8
Further consequences of viewing LIML as an iterated Aitken estimator
Gao, Chuanming
;
Lahiri, Kajal
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 187-202
Persistent link: https://www.econbiz.de/10001497778
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9
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001406643
Saved in:
10
Efficiency results of MLE and GMM estimation with
sampling
weights
Butler, John S.
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001466740
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