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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - 1997
Persistent link: https://www.econbiz.de/10000974039
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Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectations models
Fuhrer, Jeffrey C.; Bleakley, C. Hoyt - 1996
Persistent link: https://www.econbiz.de/10000943992
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000947745
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000953379
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Exact maximum likelihood estimation of ARCH models
Diebold, Francis X.; Schuermann, Til - 1993 - Rev
Persistent link: https://www.econbiz.de/10000854410
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Maximum likelihood in the frequency domain : a time to build example
Christiano, Lawrence J.; Vigfusson, Robert J. - 1999
Persistent link: https://www.econbiz.de/10001376962
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Consistent estimation for aggregated GARCH processes
Komunjer, Ivana - 2001
Persistent link: https://www.econbiz.de/10001591103
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Empirical likelihood
Owen, Art B. - 2001
Persistent link: https://www.econbiz.de/10001574339
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A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David; Salanié, Bernard - 2001
Persistent link: https://www.econbiz.de/10001577508
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Maximum likelihood estimation in turncated multinational distributions : sex ratio and numbers of affected sons in sibships with X-chromosomal recessive traits
Fellman, Johan; Eriksson, Aldur W.; Forsius, Henrik - 1999
Persistent link: https://www.econbiz.de/10001543493