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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Lindsay, Kenneth A."
~person:"Papadopoulos, Alecos"
~person:"Phillips, Peter C. B."
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Forschungsbericht"
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Maximum-Likelihood-Schätzung
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31
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Lindsay, Kenneth A.
Papadopoulos, Alecos
Phillips, Peter C. B.
Lee, Lung-fei
6
Koopman, Siem Jan
4
Lieberman, Offer
4
Liesenfeld, Roman
4
Yu, Jun
4
Greene, William H.
3
Iglesias, Emma M.
3
Johansen, Søren
3
Kumbhakar, Subal
3
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3
Otsu, Taisuke
3
Phillips, Garry D. A.
3
Tran, Kien C.
3
Tsionas, Efthymios G.
3
Abdallah, Anas
2
Amemiya, Takeshi
2
Anatolyev, Stanislav
2
Asai, Manabu
2
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2
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2
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Kang, Heejoon
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Kaniovski, Yuri M.
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1
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ECONIS (ZBW)
10
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10
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1
Accounting for endogeneity in regression models using copulas : a step-by-step guide for empirical studies
Papadopoulos, Alecos
- In:
Journal of econometric methods
11
(
2022
)
1
,
pp. 127-154
Persistent link: https://www.econbiz.de/10013161672
Saved in:
2
Modeling dependence in two-tier stochastic frontier models
Papadopoulos, Alecos
;
Parmeter, Christopher F.
; …
- In:
Journal of productivity analysis : an official journal …
56
(
2021
)
2/3
,
pp. 85-101
Persistent link: https://www.econbiz.de/10012656569
Saved in:
3
The half-normal specification for the two-tier stochastic frontier model
Papadopoulos, Alecos
- In:
Journal of productivity analysis
43
(
2015
)
2
,
pp. 225-230
Persistent link: https://www.econbiz.de/10011380347
Saved in:
4
Transitional densities of diffusion processes : a new approach to solving the Fokker-Plank equation
Hurn, Stan
;
Jeisman, J. I.
;
Lindsay, Kenneth A.
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 86-94
Persistent link: https://www.econbiz.de/10003498962
Saved in:
5
Seeing the wood for the trees : a critical evaluation of methods to estimate the parameters of stochastic differential equations
Hurn, Stan
;
Jeisman, J. I.
;
Lindsay, Kenneth A.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 390-455
Persistent link: https://www.econbiz.de/10003518500
Saved in:
6
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
Saved in:
7
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
8
Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
20
(
2004
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10002068210
Saved in:
9
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
Saved in:
10
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
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