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The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
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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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Some propositions in the maximum likelihood estimation of truncated regression models
Kouassi, Eugène; Akinkugbe, Oluyele F.; Lexi, Sethlare; … - In: The empirical economics letters : a monthly … 18 (2019) 6, pp. 671-689
Persistent link: https://www.econbiz.de/10012314706
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The spectral maximum likelihood estimation of econometric models with stationary errors
Espasa, Antoni - 1977 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000065024
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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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Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586055
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Discrete choice modeling with nonstationary panels and robust covariance matrix estimation
Jin, Sainan - 2004
Persistent link: https://www.econbiz.de/10003383693
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Likelihood estimation and inference in threshold regression
Yu, Ping - In: Journal of econometrics 167 (2012) 1, pp. 274-294
Persistent link: https://www.econbiz.de/10009551419
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Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.; Xiu, Dacheng - 2012
Persistent link: https://www.econbiz.de/10009531407