Extensions of estimation methods using the EM algorithm
From MaRDI portal
Publication:1176713
DOI10.1016/0304-4076(91)90001-TzbMATH Open0742.62106OpenAlexW2084445655MaRDI QIDQ1176713FDOQ1176713
Authors: Paul A. Ruud 
Publication date: 25 June 1992
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(91)90001-t
Recommendations
Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)
Cites Work
- Title not available (Why is that?)
- On the convergence properties of the EM algorithm
- Title not available (Why is that?)
- Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
- Title not available (Why is that?)
- Identification in Parametric Models
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Simulation and the Asymptotics of Optimization Estimators
- Title not available (Why is that?)
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- EM algorithms for ML factor analysis
- Title not available (Why is that?)
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- Mixtures of exponential distributions
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- Estimation of the Two-Limit Probit Regression Model
- Some Inequalities on Mill's Ratio and Related Functions
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- A statistical model for the analysis of ordinal level dependent variables
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
- A Note on the Computation of the Tobit Estimator
- Title not available (Why is that?)
- A Note on Switching Regressions and Logistic Discrimination
- The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
Cited In (46)
- The Lasso on latent indices for regression modeling with ordinal categorical predictors
- Modeling hybrid traits for comorbidity and genetic studies of alcohol and nicotine co-dependence
- Parameter estimation for the Moore-Bilikam distribution under progressive type-II censoring, with application to failure times
- Geometry of EM and related iterative algorithms
- Improving the EM Algorithm
- Estimating the parameters of hidden binomial trials by the EM algorithm
- Semi-parametric estimation of disequilibrium models
- Computing Robust Statistics via an EM Algorithm
- Computationally efficient Monte Carlo EM algorithms for generalized linear mixed models
- On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood
- A spectral EM algorithm for dynamic factor models
- Extended-REML estimators
- AN EXTENSION OF THE EM ALGORITHM FOR OPTIMIZATION OF CONSTRAINED LIKELIHOOD: AN APPLICATION IN TOXICOLOGY
- Some properties of adding a smoothing step to the EM algorithm
- The statistical analysis of general processing tree models with the EM algorithm
- ABC-EM algorithm for parameter estimation of the micro-business information dissemination model
- Eliminating the omitted variable bias by a regime-switching approach
- Bias correction through filtering omitted variables and instruments
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Title not available (Why is that?)
- Getting the `correct' answer from survey responses: a simple application of the EM algorithm
- A latent segmentation approach to a Kuhn-Tucker model: an application to recreation demand
- Simulated latent variable estimation of models with ordered categorical data
- Estimation on Lomax progressive censoring using the EM algorithm
- Post-'87 crash fears in the S\&P 500 futures option market
- Time-to-Event Analysis with Unknown Time Origins via Longitudinal Biomarker Registration
- Mixtures of tails in clustered automobile collision claims
- Local-EM and mismeasured data
- The EM algorithm in genetics, genomics and public health
- EM algorithm and its application to testing hypotheses
- Maximum Likelihood Estimation of Bivariate Logistic Models for Incomplete Responses with Indicators of Ignorable and Non-Ignorable Missingness
- Maximum likelihood analysis of logistic regression models with incomplete covariate data and auxiliary information
- EM algorithm for maximum likelihood estimation of correlated probit model for two longitudinal ordinal outcomes
- Title not available (Why is that?)
- Maximum likelihood estimation for dynamic factor models with missing data
- On the Bock-Aitkin procedure -- from an EM algorithm perspective
- On simulated EM algorithms
- Title not available (Why is that?)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
- Forecasting in the presence of large shocks
- Multinomial probit estimation without nuisance parameters
- OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
- A Hybrid Model for Nonignorable Dropout in Longitudinal Binary Responses
- Basket trading under co-integration with the logistic mixture autoregressive model
- Fluctuation of estimates in an EM procedure for categorical data
- EM algorithms for ordered probit models with endogenous regressors
Uses Software
This page was built for publication: Extensions of estimation methods using the EM algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1176713)
