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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
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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
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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
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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
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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
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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
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Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Econometric theory 18 (2002) 2, pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
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On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco; Beutner, Eric; Zaffaroni, Paolo - In: Econometric theory 29 (2013) 3, pp. 545-566
Persistent link: https://www.econbiz.de/10009778514
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Large system of seemingly unrelated regressions : a penalized quasi-maximum likelihood estimation perspective
Fan, Qingliang; Han, Xiao; Pan, Guangming; Jiang, Bibo - In: Econometric theory 36 (2020) 3, pp. 526-558
Persistent link: https://www.econbiz.de/10012240739
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Bias corrections in testing and estimating semiparametric, single index models
Klein, Roger W.; Shen, Chan - In: Econometric theory 26 (2010) 6, pp. 1683-1718
Persistent link: https://www.econbiz.de/10008738344