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subject:"Monte Carlo simulation"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric reviews"
~subject:"Autokorrelation"
~subject:"Importance sampling"
~subject:"Schätzung"
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Search: subject_exact:"Maximum likelihood estimation"
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Monte Carlo simulation
Autokorrelation
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Schätzung
Maximum likelihood estimation
46
Maximum-Likelihood-Schätzung
46
Estimation theory
22
Schätztheorie
22
Theorie
18
Theory
18
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9
Time series analysis
9
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5
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4
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maximum likelihood estimation
4
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3
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Liesenfeld, Roman
2
Bartolucci, Francesco
1
Bates, Michael
1
Bellio, R.
1
Billé, Anna Gloria
1
Cappuccio, Nunzio
1
Chan, Joshua
1
Egger, Peter
1
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1
Fernandes, Marcelo
1
Fernández-Villaverde, Jesús
1
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1
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1
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Grothe, Oliver
1
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1
Juodis, Artūras
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
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1
Sentana, Enrique
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1
Veiga, Alvaro
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Wooldridge, Jeffrey M.
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1
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Discussion paper / Centre for Economic Policy Research
Econometric reviews
Journal of econometrics
43
Discussion paper / Tinbergen Institute
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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6
CESifo working papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
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6
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5
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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The econometrics journal
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ECONIS (ZBW)
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1
Non linear correlated random effects models with endogeneity and unbalanced panels
Bates, Michael
;
Papke, Leslie E.
;
Wooldridge, Jeffrey M.
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 713-732
Persistent link: https://www.econbiz.de/10015050637
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
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:
4
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:
5
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:
6
The Gibbs sampler with particle efficient importance sampling for state-space models
Grothe, Oliver
;
Kleppe, Tore Selland
;
Liesenfeld, Roman
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1152-1175
Persistent link: https://www.econbiz.de/10012181399
Saved in:
7
First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
Saved in:
8
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
9
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
10
Modified profile likelihood for fixed-effects panel data models
Bartolucci, Francesco
;
Bellio, R.
;
Salvan, A.
;
Sartori, N.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1271-1289
Persistent link: https://www.econbiz.de/10011591243
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