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subject:"Exchange rate"
subject:"Germany"
~isPartOf:"Econometric reviews"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Germany
Maximum-Likelihood-Schätzung
Estimation theory
447
Schätztheorie
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Theorie
131
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131
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2
Tran, Kien C.
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Bao, Yong
1
Bartolucci, Francesco
1
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1
Billé, Anna Gloria
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Li, Dong
1
Lubian, Diego
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Martins-Filho, Carlos
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
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35
Economics letters
34
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21
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16
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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15
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14
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12
Econometric theory
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Journal of international money and finance
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Statistics in transition : an international journal of the Polish Statistical Association
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9
Discussion papers of interdisciplinary research project 373
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Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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Kieler Arbeitspapiere
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Reihe Quantitative Ökonomie : Ökon
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8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
The econometrics journal
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ECONIS (ZBW)
22
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1
An approximated exponentially tilted empirical likelihood estimator of moment condition models
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 405-433
Persistent link: https://www.econbiz.de/10014551538
Saved in:
2
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
3
The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE
Philipps, Collin S.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 99-114
Persistent link: https://www.econbiz.de/10013167586
Saved in:
4
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Saved in:
5
A James-Stein-type adjustment to bias correction in fixed effects panel models
Ghanem, Dalia
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 633-651
Persistent link: https://www.econbiz.de/10013364899
Saved in:
6
Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
Billé, Anna Gloria
;
Leorato, Samantha
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 437-475
Persistent link: https://www.econbiz.de/10012181403
Saved in:
7
Maximum likelihood estimation of dynamic panel threshold models
Ramírez-Rondán, N. R.
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 260-276
Persistent link: https://www.econbiz.de/10012181448
Saved in:
8
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
9
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
10
The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 309-324
Persistent link: https://www.econbiz.de/10012038710
Saved in:
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