Search Results - subject:"Log-likelihood"

Probability distributions for modeling stock market returns : an empirical inquiry

Pokharel, Jayanta K.; Aryal, Gokarna; Khanal, Netra; … - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-27

Investing in stocks and shares is a common strategy to pursue potential gains while considering future financial needs, such as retirement and children's education. Effectively managing investment risk requires thoroughly analyzing stock market returns and making informed predictions....

Persistent link: https://www.econbiz.de/10014636305

Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations

Kurita, Takamitsu; Shintani, Mototsugu - 2023

Persistent link: https://www.econbiz.de/10014383879

Consistency without compactness of the parameter space in spatial econometrics

Liu, Tuo; Xu, Xingbai; Lee, Lung-fei - In: Economics letters 210 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013171162

Testing for observation-dependent regime switching in mixture autoregressive models

Meitz, Mika; Saikkonen, Pentti - In: Journal of econometrics 222 (2021) 1,3, pp. 601-624

Persistent link: https://www.econbiz.de/10012619762

A non-parametric CUSUM control chart for process distribution change detection and change type diagnosis

Hou, Shiwang; Yu, Keming - In: International journal of production research 59 (2021) 4, pp. 1166-1186

Persistent link: https://www.econbiz.de/10012484649

Maximum likelihood and economic modeling

Lanot, Gauthier - In: IZA World of Labor (2017)

Most of the data available to economists is observational rather than the outcome of natural or quasi experiments. This complicates analysis because it is common for observationally distinct individuals to exhibit similar responses to a given environment and for observationally identical...

Persistent link: https://www.econbiz.de/10011662645

Maximum likelihood and economic modeling : maximum likelihood is a general and flexible method to estimate the parameters of models in labor economics

Lanot, Gauthier - 2017

Persistent link: https://www.econbiz.de/10011586211

Some impossibility results for inference with cluster dependence with large clusters

Kojevnikov, Denis; Song, Kyungchul - In: Journal of econometrics 237 (2023) 2,1, pp. 1-22

Persistent link: https://www.econbiz.de/10014471511

Using Econometrics to Understand Inclusion of Persons with Disabilities in the Workforce of Bosnia and Herzegovina

Sehic, Ensar; Satrovic, Elma; Fijuljanin, Seid - In: Economic Review: Journal of Economics and Business 13 (2015) 2, pp. 52-61

Persons with disabilities have relevant working capacity. Employers who recruit those persons assume that their disabilities do not decrease organization’s productivity. Persons with disabilities can normally fit into working environment. The studies of employers’ attitude towards persons...

Persistent link: https://www.econbiz.de/10011985105

Using econometrics to understand inclusion of persons with disabilities in the workforce of Bosnia and Herzegovina

Sehic, Ensar; Satrovic, Elma; Fijuljanin, Seid - In: Economic review : journal of economics & business 13 (2015) 2, pp. 52-61

Persons with disabilities have relevant working capacity. Employers who recruit those persons assume that their disabilities do not decrease organization's productivity. Persons with disabilities can normally fit into working environment. The studies of employers' attitude towards persons with...

Persistent link: https://www.econbiz.de/10012011413