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~isPartOf:"Statistical Inference for Stochastic Processes"
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Search: subject:"maximum likelihood Estimator"
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Estimation theory
10
Schätztheorie
10
Maximum likelihood estimator
9
maximum likelihood estimator
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Quasi-maximum likelihood estimator
6
Börsenkurs
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Estimation
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Journal of econometrics
Statistical Inference for Stochastic Processes
Annals of the Institute of Statistical Mathematics
29
Statistical Papers / Springer
12
Journal of Multivariate Analysis
8
Statistics & Probability Letters
7
Journal of Applied Statistics
6
Metrika
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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Psychometrika
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Statistics in transition : an international journal of the Polish Statistical Association
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Statistical Methods and Applications
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Journal of industrial engineering international
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Operations research letters
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Quantitative economics : QE ; journal of the Econometric Society
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Statistics in Transition new series (SiTns)
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AStA Advances in Statistical Analysis
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American journal of finance and accounting
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Annals of Financial Economics (AFE)
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Applied econometrics and international development
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Asia-Pacific Financial Markets
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Czech Journal of Economics and Finance (Finance a uver)
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RePEc
15
ECONIS (ZBW)
10
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1
Efficient peer effects estimators with group effects
Kuersteiner, Guido M.
;
Prucha, Ingmar R.
;
Zeng, Ying
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2155-2194
Persistent link: https://www.econbiz.de/10014471449
Saved in:
2
Multivariate spatial autoregressive model for large scale social networks
Zhu, Xuening
;
Huang, Danyang
;
Pan, Rui
;
Wang, Hansheng
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 591-606
Persistent link: https://www.econbiz.de/10012439571
Saved in:
3
Two-mode network autoregressive model for large-scale networks
Huang, Danyang
;
Wang, Feifei
;
Zhu, Xuening
;
Wang, Hansheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 203-219
Persistent link: https://www.econbiz.de/10012439675
Saved in:
4
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
5
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
6
Asymptotic properties of the
maximum
likelihood
estimator
in regime switching econometric models
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 442-467
Persistent link: https://www.econbiz.de/10012145057
Saved in:
7
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
8
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
9
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
10
Estimation of dynamic discrete models from time aggregated data
Hong, Han
;
Li, Weiming
;
Wang, Boyu
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 435-446
Persistent link: https://www.econbiz.de/10011503225
Saved in:
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