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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Search: subject_exact:"Maximum-Likelihood-Schätzung"
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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6
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Journal of economic dynamics & control
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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29
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23
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13
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1
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
Saved in:
2
Parameter estimation in commodity markets : a filtering approach
Elliott, Robert J.
;
Hyndman, Cody B.
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2350-2373
Persistent link: https://www.econbiz.de/10003485120
Saved in:
3
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
4
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
5
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
6
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
7
Analytic dervatives of the matrix exponential for estimation of linear continuous-time models
Chen, Baoline
;
Zadrozny, Peter A.
- In:
Journal of economic dynamics & control
25
(
2001
)
12
,
pp. 1867-1879
Persistent link: https://www.econbiz.de/10001610141
Saved in:
8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
Jensen, Mark J.
- In:
Journal of economic dynamics & control
24
(
2000
)
3
,
pp. 361-387
Persistent link: https://www.econbiz.de/10001433033
Saved in:
10
Approximate maximum likelihood estimation of discretely observed diffusion processes
Poulsen, Rolf
-
1999
Persistent link: https://www.econbiz.de/10009779515
Saved in:
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