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Minimum divergence, generalized empirical likelihoods, and higher order expansions

Ragusa, Giuseppe - In: Econometric reviews 30 (2011) 4, pp. 406-456

Persistent link: https://www.econbiz.de/10009130239

Partial identification of finite mixtures in econometric models

Henry, Marc; Kitamura, Yuichi; Salanié, Bernard - In: Quantitative economics : QE ; journal of the … 5 (2014) 1, pp. 123-144

We consider partial identification of finite mixture models in the presence of an observable source of variation in the mixture weights that leaves component distributions unchanged, as is the case in large classes of econometric models. We first show that when the number J of component...

Persistent link: https://www.econbiz.de/10011757142

DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and t errors

Chib, Siddhartha; Shin, Minchul; Tan, Fei - 2021

Persistent link: https://www.econbiz.de/10012431677

Distributional Tests in Multivariate Dynamic Models with Normal and Student T Innovations

Mencia, Javier; Sentana, Enrique - 2010

We derive Lagrange Multiplier and Likelihood Ratio specifi cation tests for the null hypotheses of multivariate normal and Student t innovations using the Generalised Hyperbolic distribution as our alternative hypothesis. We decompose the corresponding Lagrange Multiplier-type tests into...

Persistent link: https://www.econbiz.de/10014199670

Econometric Modeling : A Likelihood Approach

Hendry, David F.; Nielsen, Bent - 2012

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue … economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of … available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as …

Persistent link: https://www.econbiz.de/10014482579

Quantile regression for spatial data

McMillen, Daniel P. - 2012 - 1., neue Ausg.

Persistent link: https://www.econbiz.de/10009582691

Quantile Regression for Spatial Data

McMillen, Daniel P. - 2013

1 Quantile Regression: An Overview. 2 Linear and Nonparametric Quantile Regression -- 3 A Quantile Regression Analysis of Assessment Regressivity.-4 Quantile Version of the Spatial AR Model -- 5 . Conditionally Parametric Quantile Regression.- 6 Guide to Further Reading -- References

Persistent link: https://www.econbiz.de/10014016122

Distributed lags, aggregation and compounding : Some econometric implications

Trivedi, Pravin K.; Trivedi, P.K. - 1984

Persistent link: https://www.econbiz.de/10000007934

Multivariative Sarmanov count data models

Miravete, Eugenio J. - 2009

Persistent link: https://www.econbiz.de/10003886124

Asymmetry, partial moments, and production risk

Antle, John M. - In: American journal of agricultural economics 92 (2010) 5, pp. 1294-1309

Persistent link: https://www.econbiz.de/10009238930