Pages that link to "Item:Q3694457"

The following pages link to Pseudo Maximum Likelihood Methods: Theory (Q3694457):

Displaying 50 items.

• A joint quantile and expected shortfall regression framework (Q62993) (← links)
• Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
• A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
• Decisionmetrics: a decision-based approach to econometric modelling (Q276921) (← links)
• Estimation of mis-specified long memory models (Q278055) (← links)
• Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
• Local multiplicative bias correction for asymmetric kernel density estimators (Q288358) (← links)
• Inverse probability weighted estimation for general missing data problems (Q289218) (← links)
• Exogeneity in structural equation models (Q291716) (← links)
• Multivariate fractional regression estimation of econometric share models (Q312345) (← links)
• Spatial errors in count data regressions (Q312360) (← links)
• Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
• Bayesian sandwich posteriors for pseudo-true parameters (Q394764) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
• Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models (Q501895) (← links)
• R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
• Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
• On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
• On the efficient estimation of simultaneous equations with covariance restrictions (Q583806) (← links)
• Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
• A Dirichlet regression model for compositional data with zeros (Q722302) (← links)
• The psychophysical function and separable model forms in joint magnitude estimation (Q730180) (← links)
• Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
• The empirical relevance of the competitive storage model (Q737877) (← links)
• Fourth order pseudo maximum likelihood methods (Q737907) (← links)
• Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
• Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
• Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis (Q842909) (← links)
• Heterogeneous INAR(1) model with application to car insurance (Q868313) (← links)
• Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses (Q872093) (← links)
• Second stage DEA: comparison of approaches for modelling the DEA score (Q872289) (← links)
• Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC (Q900925) (← links)
• On the link between credibility and frequency premium (Q974803) (← links)
• DOA estimator performance assessment in the pre-asymptotic domain using the likelihood principle (Q985458) (← links)
• The Birnbaum-Saunders autoregressive conditional duration model (Q991167) (← links)
• Measurement by subjective estimation: Testing for separable representations (Q1023423) (← links)
• Simulated residuals (Q1089705) (← links)
• Fisher consistency of GEE models under link misspecification. (Q1129254) (← links)
• Stochastic production frontiers and panel data: A latent variable framework (Q1129997) (← links)
• Qualitative threshold ARCH models (Q1185111) (← links)
• Overdispersion tests for truncated Poisson regression models (Q1203094) (← links)
• Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
• Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (Q1298426) (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
• Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
• Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
• Alternative covariance estimators of the standard Tobit model (Q1311267) (← links)
• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties (Q1329129) (← links)
• Encompassing in stationary linear dynamic models (Q1341212) (← links)