Extremum estimator

Results: 29



#Item
11Econometrics / M-estimators / Extremum estimator / Maximum likelihood / Generalized method of moments / Asymptotic theory / Final examination / Asymptotic distribution / Estimation theory / Statistics / Statistical theory

Chinese University of Hong Kong, Fall 2013

Add to Reading List

Source URL: www.econ.cuhk.edu.hk

Language: English - Date: 2015-02-22 21:48:11
12Maximum likelihood / Extremum estimator / Parametric model / Normal distribution / Consistent estimator / Fisher information / Statistics / Estimation theory / Statistical theory

ASYMPTOTIC DISTRIBUTIONS OF QUASI-MAXIMUM LIKELIHOOD ESTIMATORS FOR SPATIAL AUTOREGRESSIVE MODELS BY LUNG-FEI LEE1 This paper investigates asymptotic properties of the maximim likelihood estimator and the quasi-maximum l

Add to Reading List

Source URL: economics.sbs.ohio-state.edu

Language: English - Date: 2011-12-15 19:09:45
13Extremum estimator / Estimator / M-estimator / Generalized method of moments / Efficiency / Linear regression / Least squares / Efficient estimator / Fisher consistency / Statistics / Estimation theory / Maximum likelihood

CAM Centre for Applied Microeconometrics Department of Economics University of Copenhagen http://www.econ.ku.dk/CAM/

Add to Reading List

Source URL: www.econ.ku.dk

Language: English - Date: 2015-05-01 01:34:50
14Maximum likelihood / Likelihood function / Extremum estimator / Expectation–maximization algorithm / Estimation theory / Statistics / Statistical theory

Probability Models for Customer-Base Analysis Peter S. Fader University of Pennsylvania www.petefader.com

Add to Reading List

Source URL: www.brucehardie.com

Language: English - Date: 2007-03-11 14:55:14
15Expectation–maximization algorithm / Likelihood function / Score / Likelihood-ratio test / Hájek–Le Cam convolution theorem / Extremum estimator / Statistics / Estimation theory / Maximum likelihood

1 Chapter 4 Efficient Likelihood Estimation and Related Tests 1. Maximum likelihood and efficient likelihood estimation

Add to Reading List

Source URL: www.stat.washington.edu

Language: English - Date: 2010-02-02 19:46:28
16Extremum estimator / Dimensional analysis / Statistics / Estimation theory / M-estimator

Microsoft Word - CFDP_COVER_1395R.doc

Add to Reading List

Source URL: www.econstor.eu

Language: English - Date: 2009-11-20 07:35:59
17Extremum estimator / Dimensional analysis / Statistics / Estimation theory / M-estimator

Microsoft Word - CFDP_COVER_1395R.doc

Add to Reading List

Source URL: www.econstor.eu

Language: English - Date: 2009-11-20 07:35:59
18Extremum estimator / Fisher information / Statistics / Estimation theory / Marginal likelihood

Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference A. Ronald Gallant Penn State University

Add to Reading List

Source URL: www.aronaldg.org

Language: English - Date: 2014-10-15 23:12:22
19Extremum estimator / Parametric model / Estimation theory / Statistical theory / Statistics

blog-december[removed]pdf

Add to Reading List

Source URL: errorstatistics.files.wordpress.com

Language: English - Date: 2014-12-23 20:37:51
20Maximum likelihood / Moment-generating function / Extremum estimator / Bayes estimator / Statistics / Estimation theory / Statistical theory

Idescat. SORT. Double bounded Kumaraswamy-power series class of distributions. Volume 37 (2)

Add to Reading List

Source URL: www.idescat.cat

Language: English - Date: 2013-12-30 06:43:39
UPDATE