Partially adaptive estimation of nonlinear models via a normal mixture

DOI10.1080/07474939908800437MaRDI QIDQ4246595zbMATH OpenOpenAlexFDO

Authors Robert F. Phillips

Publication date 11 January 2000

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939908800437

zbMATH Keywords

quasi maximum likelihoodARMA process

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
• A constrained maximum-likelihood approach to estimating switching regressions
• A generalization of the beta distribution with applications
• Adaptive estimates for autoregressive processes
• Adaptive estimation in time series regression models
• Adaptive estimation of regression models via moment restrictions
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Forecasting in the presence of large shocks
• Linear Statistical Inference and its Applications
• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• On adaptive estimation
• On adaptive estimation in stationary ARMA processes
• On the robustness of two alternatives to least squares: A Monte Carlo study
• Partially adaptive estimation via a normal mixture
• Some forecasting applications of partially adaptive estimators of ARIMA models
• Stochastic Limit Theory

Cited in

(9)

• Partially adaptive estimation of autoregressive processes via a normal mixture
• Partially adaptive estimation via a normal mixture
• Partially adaptive estimation via the maximum entropy densities
• The T-type estimate of a class of partially non linear models
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
• Pairwise difference estimators for nonlinear models
• Information-Theoretic Distribution Test with Application to Normality
• ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION
• Partially adaptive econometric methods for regression and classification

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