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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.; Koopman, Siem Jan; Ooms, Marius - In: Econometric reviews 35 (2016) 1/4, pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE
Philipps, Collin S. - In: Econometric reviews 41 (2022) 1, pp. 99-114
Persistent link: https://www.econbiz.de/10013167586
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Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min; Kang, Kyu Ho - In: Econometric reviews 38 (2019) 10, pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
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Maximum likelihood estimation of dynamic panel threshold models
Ramírez-Rondán, N. R. - In: Econometric reviews 39 (2020) 3, pp. 260-276
Persistent link: https://www.econbiz.de/10012181448
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Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin; Tsay, Wen-jen - In: Econometric reviews 37 (2018) 6/10, pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
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Semiparametric stochastic frontier estimation via profile likelihood
Martins-Filho, Carlos; Yao, Feng - In: Econometric reviews 34 (2015) 1/5, pp. 413-451
Persistent link: https://www.econbiz.de/10011373272
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Marginal likelihood estimation with the cross-entropy method
Chan, Joshua; Eisenstat, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
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Large sample properties of the three-step euclidean likelihood estimators under model misspecification
Dovonon, Prosper - In: Econometric reviews 35 (2016) 1/4, pp. 465-514
Persistent link: https://www.econbiz.de/10011550029
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Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
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On the joint estimation of heterogeneous technologies, technical, and allocative inefficiency
Tsionas, Efthymios G.; Tran, Kien C. - In: Econometric reviews 35 (2016) 5/7, pp. 871-893
Persistent link: https://www.econbiz.de/10011590632