Author: Risto D. H. HeijmansPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 26
Book Description
Consistent Maximum Likelihood Estimation of the Nonlinear Regression Model with Normal Errors
Author: Risto D. H. HeijmansPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 26
Book Description
Maximum Likelihood Estimation of Misspecified Models
Author: T. FombyPublisher: Elsevier
ISBN: 0762310758
Category : Business & Economics
Languages : en
Pages : 266
Book Description
Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte -- Estimation, inference, and specification testing for possibly misspecified quantile regression / Tae-Hwan Kim, Halbert White -- Quasimaximum likelihood estimation with bounded symmetric errors / Douglas Miller, James Eales, Paul Preckel -- Consistent quasi-maximum likelihood estimation with limited information / Douglas Miller, Sang-Hak Lee -- An examination of the sign and volatility switching arch models under alternative distributional assumptions / Mohamed F. Omran, Florin Avram -- estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related / Chor-yiu Sin -- Testing in GMM models without truncation / Timothy J. Vogelsang -- Bayesian analysis of misspecified models with fixed effects / Tiemen Woutersen -- Tests of common deterministic trend slopes applied to quarterly global temperature data / Thomas B. Fomby, Timothy J. Vogelsang -- The sandwich estimate of variance / James W. Hardin -- Test statistics and critical values in selectivity models / R. Carter Hill, Lee C. Adkins, Keith A. Bender -- Introduction / Thomas B Fomby, R. Carter Hill.
Asymptotic normality of the maximum likelihood estimator in the nonlinear regression model with normal errors
Author: Risto D. H. HeijmansPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 71
Book Description
Semiparametric Maximum Likelihood Estimation of Nonlinear Regression Models and Monte Carlo Evidence
Author: Jian YangPublisher: London : Department of Economics, University of Western Ontario
ISBN:
Category : Mathematics
Languages : en
Pages : 68
Book Description
Maximum Likelihood Estimation with Stata, Fourth Edition
Author: William GouldPublisher: Stata Press
ISBN: 9781597180788
Category : Mathematics
Languages : en
Pages : 352
Book Description
Maximum Likelihood Estimation with Stata, Fourth Edition is written for researchers in all disciplines who need to compute maximum likelihood estimators that are not available as prepackaged routines. Readers are presumed to be familiar with Stata, but no special programming skills are assumed except in the last few chapters, which detail how to add a new estimation command to Stata. The book begins with an introduction to the theory of maximum likelihood estimation with particular attention on the practical implications for applied work. Individual chapters then describe in detail each of the four types of likelihood evaluator programs and provide numerous examples, such as logit and probit regression, Weibull regression, random-effects linear regression, and the Cox proportional hazards model. Later chapters and appendixes provide additional details about the ml command, provide checklists to follow when writing evaluators, and show how to write your own estimation commands.
Asymptomatic Normality of the Maximum Likelihood Estimator in the Nonlinear Regression Model with Normal Errors
Author: Risto Donald Henri HeijmansPublisher:
ISBN:
Category :
Languages : en
Pages : 71
Book Description
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
Author: Glenn M. MacDonaldPublisher: Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN:
Category : Estimation theory
Languages : en
Pages : 36
Book Description
Numerical Methods of Statistics
Author: John F. MonahanPublisher: Cambridge University Press
ISBN: 1139498002
Category : Computers
Languages : en
Pages : 465
Book Description
This book explains how computer software is designed to perform the tasks required for sophisticated statistical analysis. For statisticians, it examines the nitty-gritty computational problems behind statistical methods. For mathematicians and computer scientists, it looks at the application of mathematical tools to statistical problems. The first half of the book offers a basic background in numerical analysis that emphasizes issues important to statisticians. The next several chapters cover a broad array of statistical tools, such as maximum likelihood and nonlinear regression. The author also treats the application of numerical tools; numerical integration and random number generation are explained in a unified manner reflecting complementary views of Monte Carlo methods. Each chapter contains exercises that range from simple questions to research problems. Most of the examples are accompanied by demonstration and source code available from the author's website. New in this second edition are demonstrations coded in R, as well as new sections on linear programming and the Nelder–Mead search algorithm.
JOURNAL OF Econometrics ECONOMETRIC ANALYSIS OF LONGITUDINAL DATA
Author: J. Heckman, B. SingerPublisher:
ISBN:
Category :
Languages : en
Pages : 852
Book Description
Maximum Likelihood Estimation of the Truncated and Censored Normal Regression Models
Author: Michael J. HartleyPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 78
Book Description