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Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 31 (2012) 4/6, pp. 532-557
Persistent link: https://www.econbiz.de/10009539710
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Estimation of dynamic nonlinear random effects models with unbalanced panels
Albarran, Pedro; Carrasco, Raquel; Carro, Jesús M. - 2015
Persistent link: https://www.econbiz.de/10010501911
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Three essays in financial economics
Xu, Yuewu - 2004
Persistent link: https://www.econbiz.de/10003384088
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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Endogenous sampling and matching method in duration models
Amemiya, Takeshi; Yu, Xinghua - In: Monetary and economic studies 24 (2006) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10003391250
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A refinement to Ai͏̈t-Sahalia's (2002) "Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach"
Bakshi, Gurdip S.; Ju, Nengjiu - In: The journal of business : B 78 (2005) 5, pp. 2037-2052
Persistent link: https://www.econbiz.de/10003232699
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On importance sampling for state space models
Jungbacker, Borus; Koopman, Siem Jan - 2005
Persistent link: https://www.econbiz.de/10003248123
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Applying maximum likelihood and PLS on different sample sizes : studies on SERVQUAL model and employee behavior model
Barroso, Carmen; Cepeda Carrión, Gabriel; Roldán, José L. - In: Handbook of partial least squares : concepts, methods …, (pp. 427-447). 2010
Persistent link: https://www.econbiz.de/10003944657
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Parameter driven multi-state duration models : simulated vs. approximate maximum likelihood estimation
Monteiro, André Antonio - 2008
Persistent link: https://www.econbiz.de/10003690030
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Estimating stochastic volatility models using realized measures
Bekierman, Jeremias; Gribisch, Bastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 279-300
Persistent link: https://www.econbiz.de/10011507527