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Locally weighted maximum likelihood estimation: Monte Carlo evidence and an application

McMillen, Daniel P.; McDonald, John F. - In: Advances in spatial econometrics : methodology, tools …, (pp. 225-239). 2004

Persistent link: https://www.econbiz.de/10003396779

Variance reduction in multiparameter likelihood models

Cheng, Ming-yen; Peng, Liang - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 293-304

Persistent link: https://www.econbiz.de/10003431163

Empirical likelihood inference in nonlinear errors-in-covariables models with validation data

Stute, Winfried; Xue, Liugen; Zhu, Lixing - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 332-346

Persistent link: https://www.econbiz.de/10003431190

On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probalbilities are unknown

Ramalho, Esmeralda A.; Ramalho, Joaquim J. S. - In: Applied economics letters 14 (2007) 1/3, pp. 171-174

Persistent link: https://www.econbiz.de/10003448458

The log of gravity revisited

Martínez-Zarzoso, Inmaculada (contributor); … - 2007

This paper evaluates the performance of alternative estimation methods for multiplicative and log models with heteroskedasticity. Contrary to Santos Silva and Tenreyro (2006), the results of a simulation study indicate that the Pseudo Poisson Maximum Likelihood estimator (PPML) is not always the...

Persistent link: https://www.econbiz.de/10003484027