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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~source:"econis"
~subject:"Maximum likelihood estimation"
~subject:"Probability theory"
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Monte Carlo simulation
Maximum likelihood estimation
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Estimation theory
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Zeng, Donglin
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Applying maximum entropy to econometric problems
Applied economics letters
Journal of the American Statistical Association : JASA
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
59
Discussion paper / Tinbergen Institute
57
Econometric reviews
47
Computational economics
30
European journal of operational research : EJOR
27
NBER Working Paper
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25
Statistics in transition : an international journal of the Polish Statistical Association
25
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23
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
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18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
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17
Discussion paper / Center for Economic Research, Tilburg University
17
Econometrics : open access journal
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Working paper / National Bureau of Economic Research, Inc.
16
International journal of forecasting
15
Report / Econometric Institute, Erasmus University Rotterdam
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Operations research letters
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Operations research
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Order statistics: applications
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CESifo working papers
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Firms' subjective uncertainty and forecast errors : survey evidence from Japan
Morikawa, Masayuki
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10013552960
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2
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
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3
A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin
;
Yuan, Xianghui
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
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4
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
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5
Benchmarking collateral of triple-a rated securities
Sarmiento, Camilo
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 555-558
Persistent link: https://www.econbiz.de/10012205727
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6
Gravity models, PPML estimation and the bias of the robust standard errors
Pfaffermayr, Michael
- In:
Applied economics letters
26
(
2019
)
18
,
pp. 1467-1471
Persistent link: https://www.econbiz.de/10012204822
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7
Quasi-Monte Carlo application in CGE systematic sensitivity analysis
Chatzivasileiadis, Theodoros
- In:
Applied economics letters
25
(
2018
)
21
,
pp. 1521-1526
Persistent link: https://www.econbiz.de/10012138045
Saved in:
8
Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian
;
Scheufele, Rolf
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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9
Gravity model estimation : fixed effects vs. random intercept Poisson pseudo-maximum likelihood
Prehn, Sören
;
Brümmer, Bernhard
;
Glauben, Thomas
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 761-764
Persistent link: https://www.econbiz.de/10011628526
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10
The poisson quasi-maximum likelihood estimator : a solution to the 'adding up' problem in gravity models
Arvis, Jean-François
;
Shepherd, Ben
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 515-519
Persistent link: https://www.econbiz.de/10009709349
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