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Maximum likelihood estimation of the multivariate normal mixture model

Boldea, Otilia; Magnus, Jan R. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1539-1549

Persistent link: https://www.econbiz.de/10003993028

A conditionally heteroskedastic global inflation model

Morales-Arias, Leonardo; Moura, Guilherme Valle - 2010

This article proposes a multivariate model of inflation with conditionally heteroskedastic common and country-specific components. The model is estimated in one-step via Quasi-Maximum Likelihood for the G7 countries for the period Q1-1960 to Q4-2009. It is found that various model specifications...

Persistent link: https://www.econbiz.de/10008738372

The effects of alternative methods of collecting similarity data for multidimensional scaling

Bijmolt, Tammo H. A.; Wedel, Michel - 2007

Persistent link: https://www.econbiz.de/10003541421

Maximum simulated likelihood methods and applications

Greene, William H. (ed.); Hill, Rufus Carter (ed.) - 2010 - 1. ed.

Persistent link: https://www.econbiz.de/10008991759

Log-linear model methods

Fienberg, Stephen E.; Manrique-Vallier, Daniel - In: Modern analysis of customer surveys : with applications …, (pp. 217-229). 2012

Persistent link: https://www.econbiz.de/10009502532

Determinants of keeping small ruminants and non-ruminant livestock in Malawi : a simulated maximum likelihood multivariate probit

Assa, M. M.; Maonga, B. B.; Mapemba, L. D. - In: Agrekon : agricultural economics research, policy and … 53 (2014) 4, pp. 123-135

Persistent link: https://www.econbiz.de/10010516764

Wake me up before you GO-GARCH

Boswijk, Herman Peter; Weide, Roy van der - 2006

In this paper we present a new three-step approach to the estimation of Generalized Orthogonal GARCH (GO-GARCH) models, as proposed by van der Weide (2002). The approach only requires (non-linear) least-squares methods in combination with univariate GARCH estimation, and as such is...

Persistent link: https://www.econbiz.de/10011349722

Multivariate regression and ANOVA models with outliers : a comparative approach

Polasek, Wolfgang - 2003

Assuming a normal-Wishart modelling framework we compare two methods for finding outliers in a multivariate regression (MR) system. One method is the add-1-dummy approach which needs fewer parameters and a model choice criterion while the other method estimates the outlier probability for each...

Persistent link: https://www.econbiz.de/10009726805

Multivariate dynamic probit models : an application to financial crises mutation

Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - In: VAR models in macroeconomics - new developments and …, (pp. 395-427). 2013

Persistent link: https://www.econbiz.de/10010252316

A multivariate asymmetric long memory conditional volatility model with X, regularity and asymptotics

Asai, Manabu; McAleer, Michael - 2016

theory. This enables checking of internal consistency and allows valid statistical inferences to be drawn based on empirical … regularity conditions, and associated asymptotic theory. Therefore, the derivation of a multivariate conditional volatility model … with exogenous variables (X) that has regularity conditions and asymptotic theory would seem to be a significant extension …

Persistent link: https://www.econbiz.de/10011531101