Narrow search
Showing 1 - 10 of 20
Cover Image
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
Cover Image
Heteroscedasticity-robust C p model averaging
Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10010253631
Cover Image
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
Cover Image
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
Cover Image
A note on the estimation of mixture models under endogenous sampling
Silva, João Santos - In: The econometrics journal 6 (2003) 1, pp. 46-52
Persistent link: https://www.econbiz.de/10001781040
Cover Image
The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
Greene, William - In: The econometrics journal 7 (2004) 1, pp. 98-119
Persistent link: https://www.econbiz.de/10002121971
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Large deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke - In: The econometrics journal 14 (2011) 2, pp. 321-329
Persistent link: https://www.econbiz.de/10009382621