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Methods to estimate dynamic stochastic general equilibrium models

Ruge-Murcia, Francisco Javier - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2599-2636

Persistent link: https://www.econbiz.de/10003499200

Asymptotic likelihood inference for nonhomogenous observations

Fahrmeir, Ludwig - In: Statistische Hefte : internationale Zeitschrift für … 28 (1987) 2, pp. 81-116

Persistent link: https://www.econbiz.de/10003544268

The multinomial multiperiod probit model : identification and efficient estimation

Liesenfeld, Roman (contributor); … - 2007

In this paper we discuss parameter identification and likelihood evaluation for multinomial multiperiod Probit models. It is shown in particular that the standard autoregressive specification used in the literature can be interpreted as a latent common factor model. However, this specification...

Persistent link: https://www.econbiz.de/10003545844

The asymptotic variance of the pseudo maximum likelihood estimator

Magnus, Jan R. - In: Econometric theory 23 (2007) 5, pp. 1022-1032

Persistent link: https://www.econbiz.de/10003549719

Seeing the wood for the trees : a critical evaluation of methods to estimate the parameters of stochastic differential equations

Hurn, Stan; Jeisman, J. I.; Lindsay, Kenneth A. - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 390-455

Persistent link: https://www.econbiz.de/10003518500

Behavioral econometrics for psychologists

Andersen, Steffen; Harrison, Glenn W.; Igel Lau, Morten; … - 2007

Persistent link: https://www.econbiz.de/10003520995

Efficient importance sampling for ML estimation of SCD models

Bauwens, Luc (contributor); Galli, Fausto (contributor) - 2007

Persistent link: https://www.econbiz.de/10003526529

Importance sampling for estimating p values in linkage analysis

Shi, Jianxin; Siegmund, David; Yakir, Benny - In: Journal of the American Statistical Association : JASA 102 (2007) 479, pp. 929-937

Persistent link: https://www.econbiz.de/10003568023

Time and causality : a Monte Carlo assessment of the timing-of-events approach

Gaure, Simen; Røed, Knut; Zhang, Tao - In: Journal of econometrics 141 (2007) 2, pp. 1159-1195

Persistent link: https://www.econbiz.de/10003571437

Three essays on financial econometrics

Yu, Jialin - 2005

Persistent link: https://www.econbiz.de/10003555366

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