Alternative estimators of FIML covariance matrix : a Monte Carlo study
Year of publication: |
1988
|
---|---|
Authors: | Calzolari, Giorgio |
Other Persons: | Panattoni, Lorenzo (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 56.1988, 3, p. 701-714
|
Subject: | Simulation | Schätztheorie | Estimation theory | Theorie | Theory |
Extent: | Zahlr. graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | FIML = Full Information Maximum Likelihood |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Simulation and estimation of hedonic models
Heckman, James J., (2003)
-
Simulation and estimation of long memory continuous time models
Comte, Fabienne, (1994)
-
Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt, (1993)
- More ...
-
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele, (1996)
-
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele, (1995)
-
Il problema della coerenza delle previsioni nei modelli econometrici non lineari
Calzolari, Giorgio, (1988)
- More ...