A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
From MaRDI portal
Publication:4044014
Cited in
(43)- Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
- Maximum likelihood estimation of random effects models
- Stochastic specification and estimation of share equation systems
- Neoclassical econometries: The kernel
- Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
- Demand systems with unit values: A comparison of two specifications
- A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
- Joint estimation and testing for functional form and heteroskedasticity
- On fitting distributed lag models subject to polynomial restrictions
- Estimating economic relations from incomplete cross-section/time-series data
- A monotonic property for iterative GLS in the two-way random effects model
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method
- A study of multiple-output production functions: Klein's railroad study revisited
- Full maximum likelihood estimation of second-order autoregressive error models
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
- Simulated latent variable estimation of models with ordered categorical data
- Robustness of tests for error components models to non-normality
- Misspecified heterogeneity in panel data models
- Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Structural changes in the cointegrated vector autoregressive model
- Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- ROS regression: integrating regularization with optimal scaling regression
- Computing all roots of the likelihood equations of seemingly unrelated regressions
- Highly accurate likelihood analysis for the seemingly unrelated regression problem
- Anisotropic orthogonal Procrustes analysis
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
- Using mixtures in seemingly unrelated linear regression models with non-normal errors
- Estimated elasticities from regulated and unregulated cost functions
- Goodness-of-fit for allocation models
- Regression with autoregressive errors-some asymptotic results
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations
- Maximum Likelihood Estimation of a Labour Demand System. An Application of a Model of Seemingly Unrelated Regression Equations with the Regression Errors Composed of Two Components
- A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances
- Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model
- Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
- Predicting the exchange rate path: the importance of using up-to-date observations in the forecasts
- Adaptive Testing for Cointegration With Nonstationary Volatility
- Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
- Estimation of a general linear model with an unobservable stochastic variable
- Anisotropic generalized procrustes analysis
- Least absolute error estimation in the presence of serial correlation
This page was built for publication: A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4044014)
