Narrow search
Showing 1 - 10 of 21
Cover Image
Quasi-maximum likelihood estimation of semi-strong GARCH models
Escanciano, Juan Carlos - In: Econometric theory 25 (2009) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10003818363
Cover Image
Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
Chen, Willa W.; Deo, Rohit S. - In: Econometric theory 25 (2009) 5, pp. 1143-119
Persistent link: https://www.econbiz.de/10003885740
Cover Image
The asymptotic variance of the pseudo maximum likelihood estimator
Magnus, Jan R. - In: Econometric theory 23 (2007) 5, pp. 1022-1032
Persistent link: https://www.econbiz.de/10003549719
Cover Image
Finite-sample bias of the QMLE in spatial autoregressive models
Bao, Yong - In: Econometric theory 29 (2013) 1, pp. 68-88
Persistent link: https://www.econbiz.de/10009747878
Cover Image
Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
Cover Image
Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith - In: Econometric theory 28 (2012) 2, pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
Cover Image
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David; Salanié, Bernard - In: Econometric theory 20 (2004) 4, pp. 701-734
Persistent link: https://www.econbiz.de/10002163077
Cover Image
Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.; Lieberman, Offer - In: Econometric theory 21 (2005) 4, pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
Cover Image
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis; Rahbek, Anders - In: Econometric theory 21 (2005) 5, pp. 946-961
Persistent link: https://www.econbiz.de/10003101947
Cover Image
On plug-in estimation of long memory models
Lieberman, Offer - In: Econometric theory 21 (2005) 2, pp. 431-454
Persistent link: https://www.econbiz.de/10002740760