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~isPartOf:"Cowles Foundation discussion paper"
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Search: subject_exact:"Maximum likelihood estimation"
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Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Theorie
12
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12
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7
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7
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5
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7
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5
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3
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3
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2
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2
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2
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1
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ECONIS (ZBW)
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11
Valid Edgeworth expansion for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.
;
Lieberman, Offer
-
2002
Persistent link: https://www.econbiz.de/10001666393
Saved in:
12
Penalised maximum likelihood estimation for fractional Gaussian processes
Lieberman, Offer
-
2001
Persistent link: https://www.econbiz.de/10001637160
Saved in:
13
Second order expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001596327
Saved in:
14
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001498899
Saved in:
15
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
16
A small sample correction of the test for cointegrating rank in the vector autoregressive model
Johansen, Søren
-
2000
Persistent link: https://www.econbiz.de/10001541067
Saved in:
17
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
Saved in:
18
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
Saved in:
19
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001440481
Saved in:
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