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~isPartOf:"Annals of economics and statistics"
~isPartOf:"Econometric reviews"
~subject:"Interest rate"
~subject:"Panel study"
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Search: subject_exact:"Maximum-Likelihood-Methode"
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Maximum likelihood estimation
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1
MCMC conditional maximum likelihood for the two-way fixed-effects logit
Bartolucci, Francesco
;
Pigini, Claudia
;
Valentini, Francesco
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 379-404
Persistent link: https://www.econbiz.de/10014551536
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
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:
4
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:
5
Likelihood corrections for two-way models
Jochmans, Koen
;
Otsu, Taisuke
- In:
Annals of economics and statistics
134
(
2019
),
pp. 227-242
Persistent link: https://www.econbiz.de/10012306003
Saved in:
6
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:
7
Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin
;
Tsay, Wen-jen
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
Saved in:
8
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
Saved in:
9
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
Saved in:
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