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Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Journal of econometrics 146 (2008) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10003778224
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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai; Jong, Robert M. de; Lee, Lung-fei - In: Journal of econometrics 146 (2008) 1, pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
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Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong; Ullah, Aman - In: Journal of econometrics 137 (2007) 2, pp. 396-413
Persistent link: https://www.econbiz.de/10003441869
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MCMC maximum likelihood for latent state models
Jacquier, Eric; Johannes, Michael; Polson, Nicholas G. - In: Journal of econometrics 137 (2007) 2, pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
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Conditional empirical likelihood estimation and inference for quantile regression models
Otsu, Taisuke - In: Journal of econometrics 142 (2008) 1, pp. 508-538
Persistent link: https://www.econbiz.de/10003608213
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Closed-form likelihood approcimation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
Yu, Jialin - In: Journal of econometrics 141 (2007) 2, pp. 1245-1280
Persistent link: https://www.econbiz.de/10003571451
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
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Properties and estimation of asymmetric exponential power distribution
Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86-99
Persistent link: https://www.econbiz.de/10003813144
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Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Choi, Seungmoon - In: Journal of econometrics 174 (2013) 2, pp. 45-65
Persistent link: https://www.econbiz.de/10009751254
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Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
Bartolucci, Francesco; Nigro, Valentina - In: Journal of econometrics 170 (2012) 1, pp. 102-116
Persistent link: https://www.econbiz.de/10009673133