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~subject:"Maximum likelihood estimation"
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Maximum likelihood estimation
Estimation theory
54
Schätztheorie
54
Time series analysis
36
Zeitreihenanalyse
36
Theorie
33
Theory
33
ARCH model
19
ARCH-Modell
19
Maximum-Likelihood-Schätzung
18
Bruttoinlandsprodukt
17
Gross domestic product
17
Kalman filter
17
National income
16
Nationaleinkommen
16
Wiener-Kolmogorov filter
15
State space model
13
Zustandsraummodell
13
Cointegration
10
GDI
10
Hessian matrix
10
Kointegration
10
Statistical test
10
Statistischer Test
10
VAR model
10
VAR-Modell
10
Volatility
10
ARCH
9
Estimation
9
GDP
9
Schätzung
9
Statistical theory
9
Statistische Methodenlehre
9
LM tests
8
spectral maximum likelihood
8
Heteroscedasticity
7
Heteroskedastizität
7
Measurement
7
Messung
7
Spectral maximum likelihood
7
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Free
9
Undetermined
6
CC license
1
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Book / Working Paper
13
Article
5
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Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
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5
Aufsatz in Zeitschrift
5
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English
18
Author
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Fiorentini, Gabriele
18
Sentana, Enrique
16
Galesi, Alessandro
6
Calzolari, Giorgio
2
Moneta, Alessio
1
Papagni, Francesca
1
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CEMFI working paper
5
Discussion paper / Centre for Economic Policy Research
3
Journal of econometrics
3
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2
A discusión : trabajos en curso ; working papers
1
Discussion papers / CEPR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
LEM working paper series
1
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 143-164
Persistent link: https://www.econbiz.de/10001580599
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2
A Tobit model with GARCH errors
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10000960186
Saved in:
3
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
Saved in:
4
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509651
Saved in:
5
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408285
Saved in:
6
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408301
Saved in:
7
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
8
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
9
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
10
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011796062
Saved in:
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