scientific article; zbMATH DE number 4049348

zbMATH Open0643.90015MaRDI QIDQ3786246FDOQ3786246

Authors: Giorgio Calzolari, Lorenzo Panattoni 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Monte Carlo experimentsHessianapproximationsNewton-like methodseconometric modelsgradient approachfull-information maximum likelihood estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Methods of reduced gradient type (90C52)

Cited In (4)

• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
• Two Modified FIML Estimators for use in Small Samples
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• The behavior of trust-region methods in FIML-estimation

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