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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

Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples

Mozharovskyi, Pavlo; Vogler, Jan - In: Economics letters 148 (2016), pp. 87-90

Persistent link: https://www.econbiz.de/10011619891

Classical and Bayesian analysis of univariate and multivariate stochastic volatility models

Liesenfeld, Roman (contributor); … - 2004 - [Elektronische Ressource]

out ML-estimation of SV models as well as simulation smoothing where the latent volatilities are sampled at once. Based on … this EIS simulation smoother a Bayesian Markov Chain Monte Carlo (MCMC) posterior analysis of the parameters of SV models …

Persistent link: https://www.econbiz.de/10002476893

A statistical framework for the analysis of multivariate infectious disease surveillance data

Held, Leonhard (contributor); Höhle, Michael (contributor); … - 2004

A framework for the statistical analysis of counts from infectious disease surveillance database is proposed. In its simplest form, the model can be seen as a Poisson branching process model with immigration. Extensions to include seasonal effects, time trends and overdispersion are outlined....

Persistent link: https://www.econbiz.de/10002726838