The article presents the results of an econometric estimation of probabilistic default models on a sample of medium …

This paper introduces Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data of unknown underlying … sensitive to start value. Hence, two-stage QML has been suggested. In empirical estimation on two stock transaction data for …

This note provides the details of the estimation procedure in Br¨unner (2019). In Section 2 we derive the posterior … present the method for our model check. We conclude with a presentation of the estimation results. …

in auction models with private information. It in turn develops the estimation procedure that recovers the distribution … estimation procedure identifies components of the model and produces uniformly consistent estimators of these components. The … estimation procedure is applied to the data from highway procurement. The results of the estimation indicate that allowing for …