Semi-Nonparametric Maximum Likelihood Estimation
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(only showing first 100 items - show all)- Likelihood and pseudo-likelihood methods for semiparametric joint models for a primary endpoint and longitudinal data
- Flexible modelling of random effects in linear mixed models -- a Bayesian approach
- Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution
- Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model
- Approximations of choice probabilities in mixed logit models
- Qualitative and asymptotic performance of SNP density estimators
- Volume, volatility, and leverage: A dynamic analysis
- ARCH modeling in finance. A review of the theory and empirical evidence
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Approximate maximum likelihood estimation in linear regression
- Overparameterization in the seminonparametric density estimation
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
- The relative efficiency of method of moments estimators
- Semiparametric estimation of count regression models
- Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data
- Non-parametric estimation of deterministically chaotic systems
- A random linear functional approach to efficiency bounds
- P-Values for non-standard distributions with an application to the DF test
- Estimation of some partially specified nonlinear models
- Semi-nonparametric estimation of binary response models with an application to natural resource valuation
- Estimating continuous-time stochastic volatility models of the short-term interest rate
- Semiparametric estimation of the type-3 Tobit model
- Estimation of stochastic volatility models with diagnostics
- Explaining bond returns in heterogeneous agent models: The importance of higher-order moments
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- A nonparametric multiple choice method within the random utility framework
- Two-step series estimation of sample selection models
- Modeling long memory in stock market volatility
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Flexible modeling of survival data with covariates subject to detection limits via multiple imputation
- Semiparametric one-step estimation of a sample selection model with endogenous covariates
- Copula based generalized additive models for location, scale and shape with non-random sample selection
- Bayesian estimation of state space models using moment conditions
- Joint modeling of survival time and longitudinal outcomes with flexible random effects
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
- Nonparametric specification testing via the trinity of tests
- On the estimation of treatment effects with endogenous misreporting
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
- Accounting for non-response bias using participation incentives and survey design: an application using gift vouchers
- A structural labour supply model with flexible preferences.
- Cross-validated SNP density estimates
- Semi-nonparametric cointegration testing
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- The Bierens test under data dependence
- Score tests of normality in bivariate probit models
- Semiparametric Bayesian estimation of mixed count regression models
- A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses
- Sample selection models with monotone control functions
- The valid regions of Gram-Charlier densities with high-order cumulants
- Semi-nonparametric estimation of secret reserve prices in auctions
- Nonparametric Bayes subject to overidentified moment conditions
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
- Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
- Indirect inference in fractional short-term interest rate diffusions
- A single-index model procedure for interpolation intervals in time series
- Seminonparametric Bayesian estimation of the asymptotically ideal production model
- A least squares-type density estimator using a polynomial function
- Frontier estimation in the presence of measurement error with unknown variance
- Semiparametric single-index panel data models with cross-sectional dependence
- Semiparametric efficiency in GMM models with auxiliary data
- Easy and flexible mixture distributions
- Gram-Charlier densities: maximum likelihood versus the method of moments
- Sieve \(M\) inference on irregular parameters
- Semiparametric models with single-index nuisance parameters
- A test for bivariate normality with applications in microeconometric models
- Robust efficient method of moments
- Missing link in generalized linear problems
- Identification and estimation in sequential, asymmetric, English auctions
- Model averaging quantiles from data censored by a limit of detection
- Smooth semi-nonparametric analysis for mixture cure models and its application to breast cancer
- Estimating the joint survival probabilities of married individuals
- Risk perception and equity returns: evidence from the SPX and VIX
- Structural econometric methods in auctions: a guide to the literature
- On the asymptotic efficiency of GMM
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- A moment-adjusted imputation method for measurement error models
- Nonparametric estimation of dynamic panel models with fixed effects
- A semi-nonparametric approach to model panel count data
- Cox regression for current status data with mismeasured covariates
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects
- Maximum entropy autoregressive conditional heteroskedasticity model
- Assessing the value of Hermite densities for predictive distributions
- A Semiparametric Likelihood Approach to Joint Modeling of Longitudinal and Time-to-Event Data
- Robust misspecification tests for the Heckman's two-step estimator
- Two-step estimation of endogenous and exogenous group effects
- Dynamic density forecasts for multivariate asset returns
- Bivariate non-normality in the sample selection model
- Generalized linear latent variable models with flexible distribution of latent variables
- Covariate Measurement Error in the Cox Model: A Simulation Study
- A note on approximating distribution functions of cusum and cusumsq tests
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
- A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming
- Inference in semiparametric conditional moment models with partial identification
- “Smooth” Semiparametric Regression Analysis for Arbitrarily Censored Time-to-Event Data
- Asymptotic and qualitative performance of non-parametric density estimators: a comparative study
- Analysis of marginally specified semi‐nonparametric models for clustered binary data
- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
- Latent Variable Modelling: A Survey*
- SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
- Gram-Charlier densities: a multivariate approach
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