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subject:"Monte Carlo simulation"
~isPartOf:"Econometric reviews"
~isPartOf:"Série des documents de travail"
~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
Importance sampling
Schätzung
Maximum likelihood estimation
41
Maximum-Likelihood-Schätzung
41
Estimation theory
28
Schätztheorie
28
Theorie
13
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13
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10
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maximum likelihood estimation
5
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Liesenfeld, Roman
2
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1
Bates, Michael
1
Bec, Frédérique
1
Bellio, R.
1
Billé, Anna Gloria
1
Bohn Nielsen, Heino
1
Cappuccio, Nunzio
1
Chan, Joshua
1
Eisenstat, Eric
1
Fernandes, Marcelo
1
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1
Greene, William H.
1
Grothe, Oliver
1
Jin, Fei
1
Juodis, Artūras
1
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1
Kim, Young Min
1
Kleppe, Tore Selland
1
Koopman, Siem Jan
1
Lee, Lung-fei
1
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1
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1
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1
Salvan, A.
1
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Veiga, Alvaro
1
Wooldridge, Jeffrey M.
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Econometric reviews
Série des documents de travail
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
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6
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The econometrics journal
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ECONIS (ZBW)
17
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1
Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique
;
Bohn Nielsen, Heino
;
Sai͏̈di, Sarra
-
2019
Persistent link: https://www.econbiz.de/10012237317
Saved in:
2
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:
3
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:
4
Conditional asymmetry in ARCH models
Royer, Julien
-
2020
Persistent link: https://www.econbiz.de/10012429896
Saved in:
5
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:
6
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:
7
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
8
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:
9
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:
10
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
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