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  • Search: subject:"Composite likelihood"
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Year of publication
Subject
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composite likelihood 27 Composite likelihood 26 Theorie 14 Theory 14 Estimation theory 11 Schätztheorie 11 ARCH model 7 ARCH-Modell 7 Correlation 7 Forecasting model 7 Korrelation 7 Prognoseverfahren 7 Bayes-Statistik 6 Bayesian inference 6 Composite Likelihood 6 dynamic conditional correlations 6 Credit risk 5 Kreditrisiko 5 Modellierung 5 Multivariate analysis 5 Portfolio selection 5 Portfolio-Management 5 Scientific modelling 5 Time series analysis 5 Zeitreihenanalyse 5 Bayesian model averaging 4 Capital income 4 Credit rating 4 GARCH 4 Kapitaleinkommen 4 Kreditwürdigkeit 4 Markowitz portfolio selection 4 Maximum likelihood estimation 4 Maximum-Likelihood-Schätzung 4 Multivariate Analyse 4 Multivariate Verteilung 4 Multivariate distribution 4 Regression analysis 4 Regressionsanalyse 4 Statistical distribution 4
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Online availability
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Undetermined 31 Free 27
Type of publication
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Article 33 Book / Working Paper 28 Other 1
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Graue Literatur 13 Non-commercial literature 13 Working Paper 11 Arbeitspapier 10 Collection of articles of several authors 2 Collection of articles written by one author 2 Hochschulschrift 2 Sammelwerk 2 Sammlung 2 Article 1 Thesis 1
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Language
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English 35 Undetermined 27
Author
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Engle, Robert F. 5 Canova, Fabio 4 Gouriéroux, Christian 4 Ledoit, Olivier 4 Matthes, Christian 4 Wolf, Michael 4 Hirk, Rainer 3 Monfort, Alain 3 Paap, Richard 3 Pakel, Cavit 3 Shephard, Neil 3 Sheppard, Kevin 3 Vana, Laura 3 Aielli, Gian Piero 2 BAUWENS, Luc 2 Bel, Bel, K. 2 Caporin, Massimiliano 2 Francq, Christian 2 Hornik, Kurt 2 Joe, Harry 2 Moustaki, Irini 2 STORTI, Giuseppe 2 Santos, André A. P. 2 Shephard, Neil G. 2 Varin, Cristiano 2 Wu, Billy 2 Yao, Qiwei 2 Zakoïan, Jean-Michel 2 Zhu, Shiwu 2 Anatolyev, Stanislav 1 Bai, Yun 1 Bartolucci, Francesco 1 Bel, Koen 1 Bennedsen, Mikkel 1 Bevilacqua, Moreno 1 Browne, Michael W. 1 Cagnone, Silvia 1 Cai, Biao 1 Caldeira, João F. 1 Cao, Mengfei 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Finance Research Centre, Oxford University 2 London School of Economics (LSE) 2 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 Economics Group, Nuffield College, University of Oxford 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Computational Statistics & Data Analysis 5 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 5 Série des documents de travail 4 CORE Discussion Papers 2 Econometric Institute Research Papers 2 LSE Research Online Documents on Economics 2 OFRC Working Papers Series 2 Psychometrika 2 Statistical Applications in Genetics and Molecular Biology 2 Working paper series / University of Zurich, Department of Economics 2 "Marco Fanno" Working Papers 1 AStA Advances in Statistical Analysis 1 Applied economics 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 CAMA working paper series 1 CREATES research paper 1 Discussion paper / Centre for Economic Policy Research 1 Discussion papers / CEPR 1 Econometric Reviews 1 Econometric reviews 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 International journal of forecasting 1 Journal of Educational and Behavioral Statistics 1 Journal of Multivariate Analysis 1 Journal of econometrics 1 Journal of empirical finance 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Journal of geographical systems : geographical information, analysis, theory, and decision 1 MPRA Paper 1 Quaderni del Dipartimento di economia politica e statistica 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Quantitative marketing and economics : QME 1 Statistics & Probability Letters 1 Stochastic Processes and their Applications 1 The journal of credit risk : published quarterly by Incisive Media 1 The journal of real estate finance and economics 1 Working Paper 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1
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Source
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ECONIS (ZBW) 30 RePEc 28 BASE 2 EconStor 2
Showing 21 - 30 of 62
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A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian; Lu, Yang - 2016
Persistent link: https://www.econbiz.de/10012196330
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Large dynamic covariance matrices
Engle, Robert F.; Ledoit, Olivier; Wolf, Michael - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
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Dynamic causality between the U.S. stock market, the Chinese stock market and the global gold market : implications for individual investors' diversification strategies
Mei, Ganghua; McNown, Robert F. - In: Applied economics 51 (2019) 43, pp. 4742-4756
Persistent link: https://www.econbiz.de/10012197067
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Dealing with misspecification in structural macroeconometric models
Canova, Fabio; Matthes, Christian - 2019
Persistent link: https://www.econbiz.de/10012102038
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Weighted pairwise likelihood estimation for a general class of random effects models
Vasdekis, Vassilis G. S.; Rizopoulos, Dimitris; … - London School of Economics (LSE) - 2014
latent variables increases due to high-dimensional integrations involved. Composite likelihood is a pseudo-likelihood that …
Persistent link: https://www.econbiz.de/10011276090
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Parameter Estimation in Multivariate Logit models with Many Binary Choices
Paap, Richard; Bel, Bel, K.; Fok, Fok, D. - Faculteit der Economische Wetenschappen, Erasmus … - 2014
__Abstract__ The multivariate choice problem with correlated binary choices is investigated. The Multivariate Logit [MVL] model is a convenient model to describe such choices as it provides a closed-form likelihood function. The disadvantage of the MVL model is that the computation time required...
Persistent link: https://www.econbiz.de/10011149243
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A Multivariate Model for Multinomial Choices
Paap, Richard; Bel, Bel, K. - Faculteit der Economische Wetenschappen, Erasmus … - 2014
) parameter inference is feasible using a composite likelihood approach even if the multivariate dimension is large. Finally …
Persistent link: https://www.econbiz.de/10011149294
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A composite likelihood approach for dynamic structural models
Canova, Fabio; Matthes, Christian - 2018
Persistent link: https://www.econbiz.de/10012000545
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Sequential sampling enhanced composite likelihood approach to estimation of social intercorrelations in large-scale networks
Chen, Yan; Qi, Youran; Liu, Qing; Chien, Peter - In: Quantitative marketing and economics : QME 16 (2018) 4, pp. 409-440
Persistent link: https://www.econbiz.de/10011963215
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Parameter estimation in multivariate logit models with many binary choices
Bel, Koen; Fok, Dennis; Paap, Richard - In: Econometric reviews 37 (2018) 1/5, pp. 534-550
Persistent link: https://www.econbiz.de/10012039382
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