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Maximum likelihood in the frequency domain : the importance of time-to-plan
Christiano, Lawrence J.; Vigfusson, Robert J. - In: Journal of monetary economics 50 (2003) 4, pp. 789-815
Persistent link: https://www.econbiz.de/10001769058
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The breakdown behavior of the maximum likelihood estimator in the logistic regression model
Croux, Christophe; Flandre, Cécile; Haesbroeck, Gentiane - 2002
Persistent link: https://www.econbiz.de/10001649458
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The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.; Bilias, Yannis - In: Journal of econometrics 107 (2002) 1/2, pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
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Consistent estimation for aggregated GARCH processes
Komunjer, Ivana - 2001
Persistent link: https://www.econbiz.de/10001591103
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Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
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Maximum likelihood in the frequency domain : the importance of time-to-plan
Christiano, Lawrence J. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582782
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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Estimating time series models for count data using efficient importance sampling
Jung, Robert - 2000
Persistent link: https://www.econbiz.de/10013268717
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Quasi-Maximum-Likelihood- und semiparametrische Schätzungen in linearen Transformationsmodellen der Verweildaueranalyse
Moller, Michael - 1994 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013260331
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Empirische Marktforschung mit ordinalen Panelmodellen : Parameterschätzung, Simulationsstudien und praktische Anwendung
Schneider, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10012699439