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Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
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How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller - In: Computational economics 35 (2010) 2, pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
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Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano - In: Computational economics 36 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
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Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models
Herbst, Edward P. - In: Computational economics 45 (2015) 4, pp. 693-705
Persistent link: https://www.econbiz.de/10011440987
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Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer; Kibria, B. M. Golam - In: Computational economics 58 (2021) 2, pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
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Maximum likelihood estimation methods for Copula models
Zhang, Jinyu; Gao, Kang; Li, Yong; Zhang, Qiaosen - In: Computational economics 60 (2022) 1, pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
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Estimating dynamic binary panel data model with random effects : a computational note
Yu, Gang; Wei Gao; Wang, Weiguo; Wang, Shaoping - In: Computational economics 51 (2018) 3, pp. 535-539
Persistent link: https://www.econbiz.de/10011963705
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A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.; Tucci, Marco Paolo - In: Computational economics 49 (2017) 3, pp. 363-385
Persistent link: https://www.econbiz.de/10011762113
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Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia; Bartolucci, Francesco - In: Computational economics 49 (2017) 4, pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
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A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Computational economics 38 (2011) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10009356871