Pages that link to "Item:Q89225"
From MaRDI portal
The following pages link to Semi-Nonparametric Maximum Likelihood Estimation (Q89225):
Displayed 50 items.
- hpa (Q81363) (← links)
- Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data (Q133331) (← links)
- Two-step series estimation of sample selection models (Q158714) (← links)
- A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
- Robust efficient method of moments (Q265015) (← links)
- Identification and estimation in sequential, asymmetric, English auctions (Q278042) (← links)
- Estimating the joint survival probabilities of married individuals (Q282276) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects (Q302183) (← links)
- Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
- Bivariate non-normality in the sample selection model (Q312350) (← links)
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
- Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
- Efficient estimation of moments in linear mixed models (Q408097) (← links)
- On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (Q433181) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- Goodness-of-fit tests in mixed models (Q619094) (← links)
- Sample selection models for count data in R (Q722737) (← links)
- A family of empirical likelihood functions and estimators for the binary response model (Q738022) (← links)
- Bayesian inference in a sample selection model (Q738081) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Bayesian local influence for survival models (Q746090) (← links)
- Cox regression for mixed case interval-censored data with covariate errors (Q746150) (← links)
- Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities (Q746181) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Nonparametric errors in variables models with measurement errors on both sides of the equation (Q898583) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- An approximate likelihood approach to nonlinear mixed effects models via spline approximation (Q956980) (← links)
- Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies (Q957039) (← links)
- A comparison of semiparametric estimators for the ordered response model (Q957221) (← links)
- Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness (Q961144) (← links)
- Comparison of nonparametric methods in nonlinear mixed effects models (Q961167) (← links)
- Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
- Likelihood and pseudo-likelihood methods for semiparametric joint models for a primary endpoint and longitudinal data (Q1020673) (← links)
- Flexible modelling of random effects in linear mixed models -- a Bayesian approach (Q1023461) (← links)
- Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution (Q1023681) (← links)
- Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model (Q1027404) (← links)
- Approximations of choice probabilities in mixed logit models (Q1042505) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism (Q1260680) (← links)
- Approximate maximum likelihood estimation in linear regression (Q1260703) (← links)
- Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- The relative efficiency of method of moments estimators (Q1302762) (← links)