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Improved estimation strategy in multi-factor Vasicek model
Ahmed, S. Ejaz; Nkurunziza, Sévérien; Liu, Shuangzhe - In: Statistical inference, econometric analysis and matrix …, (pp. 255-270). 2009
Persistent link: https://www.econbiz.de/10003781036
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Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.; Chan, Felix; McAleer, Michael; Peiris, … - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
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Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586055
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Guenter scientist's utility function and the principle of maximum likelihood
Menges, Günter; Jacke, B. - In: Statistische Hefte : internationale Zeitschrift für … 15 (1974) 2/3, pp. 181-201
Persistent link: https://www.econbiz.de/10003630489
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Estimating DSGE models under partial information
Levine, Paul (contributor); Pearlman, Joseph (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003636476
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Sieve maximum likelihood estimation for regression models with covariates missing at random
Chen, Qingxia; Zeng, Donglin; Ibrahim, Joseph George - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1309-1317
Persistent link: https://www.econbiz.de/10003625916
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Seminonparametric maximum likelihood estimation of conditional moment restriction models
Ai, Chunrong - In: International economic review 48 (2007) 4, pp. 1093-1118
Persistent link: https://www.econbiz.de/10003612481
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Efficient estimation of semiparametric models by smoothed maximum likelihood
Cosslett, Stephen R. - In: International economic review 48 (2007) 4, pp. 1245-1272
Persistent link: https://www.econbiz.de/10003612503
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The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886