Pseudo Maximum Likelihood Methods: Theory
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Cited in
(only showing first 100 items - show all)- Measurement by subjective estimation: Testing for separable representations
- Pseudo maximum likelihood estimation: The asymptotic distribution
- Simulated residuals
- The method of maximum likelihood as a generalization of the method of moments
- Fisher consistency of GEE models under link misspecification.
- Stochastic production frontiers and panel data: A latent variable framework
- Qualitative threshold ARCH models
- Overdispersion tests for truncated Poisson regression models
- Dynamic factor analysis of nonstationary multivariate time series
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
- Testing for GARCH effects: A one-sided approach
- Distribution-free estimation of some nonlinear panel data models
- Outlier robust analysis of long-run marketing effects for weekly scanning data
- Alternative covariance estimators of the standard Tobit model
- Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
- Encompassing in stationary linear dynamic models
- Optimal estimating functions, quasi-likelihood and statistical modelling
- An \(R\)-squared measure of goodness of fit for some common nonlinear regression models
- Research and development, competition and innovation. Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
- Debt, moral hazard and airline safety: An empirical evidence
- Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case
- Efficient estimation of general linear mixed effects models
- Robust heart rate variability analysis by generalized entropy minimization
- Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
- Score-driven dynamic patent count panel data models
- A compound trend renewal model for medical/professional liabilities
- Issue of the Annals of Econometrics on Indirect estimation methods in finance and economics
- Empirical standard errors for longitudinal data mixed linear models
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- Semi-nonparametric cointegration testing
- Classical and Bayesian aspects of robust unit root inference
- Unit root econometrics and economic nonlinearities
- Quantile estimation under possibly misspecified generalised linear model
- Computation of the Fisher information matrix for time series models
- Estimation of SEM with GARCH errors
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- Covariance matrix estimation for estimators of mixing weak ARMA models
- Bootstrapping local polynomial estimators in likelihood-based models
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots
- Correlated random effects models with unbalanced panels
- Robust likelihood estimation of dynamic panel data models
- The role of conditional likelihoods in latent variable modeling
- Latent unbalancedness in three-way gravity models
- Approximate maximum likelihood for complex structural models
- Maximum likelihood estimation for score-driven models
- Bias in instrumental-variable estimators of fixed-effect models for count data
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
- Option market trading activity and the estimation of the pricing kernel: a Bayesian approach
- On the consistency of the logistic quasi-MLE under conditional symmetry
- Asymptotic variance of test statistics in the ML and QML frameworks
- A simple R-estimation method for semiparametric duration models
- Robust estimation with exponentially tilted Hellinger distance
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- Consistent non-Gaussian pseudo maximum likelihood estimators
- Linear prediction error methods for stochastic nonlinear models
- Semiparametric quasi maximum likelihood estimation of the fractional response model
- Doubly robust kernel density estimation when group membership is missing at random
- Misspecified discrete choice models and Huber-White standard errors
- Transition and limiting distributions when covariates are available
- A new class of continuous Bayesian networks
- Creating misspecified models in moment structure analysis
- \(L_2\) differentiability of generalized linear models
- Bayesian regression with nonparametric heteroskedasticity
- A conditional count model for repeated count data and its application to GEE approach
- Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes
- Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
- Comparing marginal distributions of large, sparse contingency tables
- On semiparametric \(M\)-estimation in single-index regression
- Quasi-maximum likelihood estimation for conditional quantiles
- Generalized aggregation of misspecified models: with an application to asset pricing
- Identification of seasonal effects in impulse responses using score-driven multivariate location models
- Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
- A likelihood-based approach for cure regression models
- Quasi score-driven models
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
- A fast subsampling method for nonlinear dynamic models
- Decisionmetrics: a decision-based approach to econometric modelling
- Estimation of mis-specified long memory models
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Poisson QMLE of count time series models
- Semiparametric quasi-likelihood estimation with missing data
- Local multiplicative bias correction for asymmetric kernel density estimators
- The asymptotic variance of the pseudo maximum likelihood estimator
- Inverse probability weighted estimation for general missing data problems
- Exogeneity in structural equation models
- Quasi-likelihood inference for negative binomial time series models
- Pseudo-Likelihoods for Bayesian Inference
- A semi-nonparametric approach to model panel count data
- Postmodel selection estimators of variance function for nonlinear autoregression
- Multivariate fractional regression estimation of econometric share models
- Spatial errors in count data regressions
- The design of an optimal bonus-malus system based on the Sichel distribution
- Maximum likelihood estimation in misspecified generalized linear models
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
- A note on pseudolikelihood constructed from marginal densities
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