Pseudo Maximum Likelihood Methods: Theory
From MaRDI portal
Recommendations
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- Pseudo maximum likelihood estimation: The asymptotic distribution
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
- Publication:3698132
- Fourth order pseudo maximum likelihood methods
Cited in
(only showing first 100 items - show all)- A simple R-estimation method for semiparametric duration models
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Quasi score-driven models
- Sandwich boosting for accurate estimation in partially linear models for grouped data
- Integrative ecological regression analysis of U.S. county and state level COVID-19 death data for studying health disparity associations
- On Generalized Latent Factor Modeling and Inference for High-Dimensional Binomial Data
- Asymptotic efficiency of the pseudo-maximum likelihood estimator in multi-group factor models with pooled data
- Extending inferences from a randomized trial to a new target population
- Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
- Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case
- Dynamic factor analysis of nonstationary multivariate time series
- Testing for GARCH effects: A one-sided approach
- Misspecified discrete choice models and Huber-White standard errors
- Latent unbalancedness in three-way gravity models
- Multivariate negative binomial models for insurance claim counts
- Bayesian regression with nonparametric heteroskedasticity
- Inference for joint quantile and expected shortfall regression
- Linear prediction error methods for stochastic nonlinear models
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
- Robust heart rate variability analysis by generalized entropy minimization
- On loss functions and ranking forecasting performances of multivariate volatility models
- Count network autoregression
- On the consistency of the logistic quasi-MLE under conditional symmetry
- Qualitative threshold ARCH models
- Semiparametric efficiency bound in time-series models for conditional quantiles
- Estimation of adjusted rate differences using additive negative binomial regression
- A partial review on testing for change points in autoregressive time series models
- Maximum likelihood estimation in misspecified generalized linear models
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- A conditional count model for repeated count data and its application to GEE approach
- Joint Modelling of Event Counts and Survival Times
- Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations
- A new test for non-linear hypotheses under distributional and local parametric misspecification
- Testing for Concordance Ordering
- Encompassing and indirect inference
- Near universal consistency of the maximum pseudolikelihood estimator for discrete models
- Stochastic production frontiers and panel data: A latent variable framework
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
- Approximate maximum likelihood for complex structural models
- A review of compositional data analysis and recent advances
- Transition and limiting distributions when covariates are available
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
- Regression analysis of multivariate fractional data
- Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
- Quasi-likelihood inference for negative binomial time series models
- Threshold negative binomial autoregressive model
- Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance
- Research and development, competition and innovation. Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
- Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis
- Option market trading activity and the estimation of the pricing kernel: a Bayesian approach
- Simple approaches to nonlinear difference-in-differences with panel data
- Non-Parametric Estimation for Locally Stationary Integer-Valued Processes
- Asymptotic variance of test statistics in the ML and QML frameworks
- Dynamic misspecification in nonparametric cointegrating regression
- A fast subsampling method for nonlinear dynamic models
- Decisionmetrics: a decision-based approach to econometric modelling
- Volatility forecast comparison using imperfect volatility proxies
- Creating misspecified models in moment structure analysis
- Simulated residuals
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data
- Consistent pseudo-maximum likelihood estimators and groups of transformations
- A mixed approach for the estimation of probit models with correlated responses: some finite sample results
- Pseudo maximum likelihood estimation: The asymptotic distribution
- A general double robustness result for estimating average treatment effects
- Measurement by subjective estimation: Testing for separable representations
- Quantile estimation under possibly misspecified generalised linear model
- Correlated random effects models with unbalanced panels
- Postmodel selection estimators of variance function for nonlinear autoregression
- On the link between credibility and frequency premium
- Multivariate Credibility for Aggregate Loss Models
- Doubly robust kernel density estimation when group membership is missing at random
- Comparing Possibly Misspecified Forecasts
- A multiplicative thinning‐based integer‐valued GARCH model
- Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
- Estimation of mis-specified long memory models
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Robust m-estimators
- Using generalized estimating equations to estimate nonlinear models with spatial data
- An approximated exponentially tilted empirical likelihood estimator of moment condition models
- Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses
- Testing asymmetry in financial time series
- Maximum likelihood estimation for score-driven models
- Efficient estimation of general linear mixed effects models
- The method of maximum likelihood as a generalization of the method of moments
- Count and duration time series with equal conditional stochastic and mean orders
- DOA estimator performance assessment in the pre-asymptotic domain using the likelihood principle
- Bias in instrumental-variable estimators of fixed-effect models for count data
- Robust estimation with exponentially tilted Hellinger distance
- Doubly robust estimation of multivariate fractional outcome means with multivalued treatments
- The ARCH(2) model: pseudo-maximum estimation and asymptotic results under dependent innovations
- Local multiplicative bias correction for asymmetric kernel density estimators
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- Heterogeneous INAR(1) model with application to car insurance
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
- Exogeneity in structural equation models
- Issue of the Annals of Econometrics on Indirect estimation methods in finance and economics
- Simulation-based inference. A survey with special reference to panel data models
- Estimation and Test for Multi-Dimensional Regression Models
- Poisson QMLE of count time series models
This page was built for publication: Pseudo Maximum Likelihood Methods: Theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3694457)
