Maximum likelihood estimation for dynamic factor models with missing data

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2011.03.009 ◽

2011 ◽

Vol 35 (8) ◽

pp. 1358-1368 ◽

Author(s):

B. Jungbacker ◽

S.J. Koopman ◽

M. van der Wel

Keyword(s):

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Factor Models ◽

Dynamic Factor ◽

Dynamic Factor Models

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MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA

Journal of Applied Econometrics ◽

10.1002/jae.2306 ◽

2012 ◽

Vol 29 (1) ◽

pp. 133-160 ◽

Author(s):

Marta Bańbura ◽

Michele Modugno

Keyword(s):

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

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Maximum Likelihood Estimation of Factor Models on Data Sets with Arbitrary Pattern of Missing Data

SSRN Electronic Journal ◽

10.2139/ssrn.1598302 ◽

2010 ◽

Author(s):

Marta Banbura ◽

Michele Modugno

Keyword(s):

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Factor Models ◽

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Maximum likelihood estimation of missing data applied to flow reconstruction around NACA profiles

Fluid Dynamics Research ◽

10.1088/0169-5983/47/5/051406 ◽

2015 ◽

Vol 47 (5) ◽

pp. 051406 ◽

Author(s):

R Leroux ◽

L Chatellier ◽

L David

Keyword(s):

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Flow Reconstruction ◽

Estimation Of Missing Data

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Strategies for Handling Missing Data with Maximum Likelihood Estimation in Career and Technical Education Research

Career and Technical Education Research ◽

10.5328/cter37.3.297 ◽

2012 ◽

Vol 37 (3) ◽

pp. 297-310

Author(s):

In Heok Lee

Keyword(s):

Education Research ◽

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Career And Technical Education ◽

Technical Education ◽

Likelihood Estimation ◽

Career And Technical

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Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension

Review of Economics and Statistics ◽

10.1162/rest_a_00519 ◽

2016 ◽

Vol 98 (2) ◽

pp. 298-309 ◽

Author(s):

Jushan Bai ◽

Kunpeng Li

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

High Dimension ◽

Likelihood Estimation ◽

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The Relative Performance of Full Information Maximum Likelihood Estimation for Missing Data in Structural Equation Models

Structural Equation Modeling A Multidisciplinary Journal ◽

10.1207/s15328007sem0803_5 ◽

2001 ◽

Vol 8 (3) ◽

pp. 430-457 ◽

Cited By ~ 1917

Author(s):

Craig Enders ◽

Deborah Bandalos

Keyword(s):

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Structural Equation ◽

Structural Equation Models ◽

Likelihood Estimation ◽

Relative Performance ◽

Full Information ◽

Full Information Maximum Likelihood

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The algebraic complexity of maximum likelihood estimation for bivariate missing data

Algebraic and Geometric Methods in Statistics ◽

10.1017/cbo9780511642401.008 ◽

2010 ◽

pp. 123-134 ◽

Author(s):

S. Hossten ◽

S. Sullivant

Keyword(s):

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Algebraic Complexity

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Marginal maximum likelihood estimation of SAR models with missing data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2017.11.004 ◽

2018 ◽

Vol 120 ◽

pp. 98-110 ◽

Author(s):

Thomas Suesse

Keyword(s):

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Marginal Maximum Likelihood ◽

Marginal Maximum Likelihood Estimation ◽

Marginal Maximum

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Heteroscedastic one-factor models and marginal maximum likelihood estimation

British Journal of Mathematical and Statistical Psychology ◽

10.1348/000711007x248884 ◽

2009 ◽

Vol 62 (1) ◽

pp. 57-77 ◽

Author(s):

David J. Hessen ◽

Conor V. Dolan

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Factor Models ◽

Marginal Maximum Likelihood ◽

Marginal Maximum Likelihood Estimation ◽

Marginal Maximum

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Maximum Likelihood Estimation and Model Comparison for Mixtures of Structural Equation Models with Ignorable Missing Data

Journal of Classification ◽

10.1007/s00357-003-0013-5 ◽

2003 ◽

Vol 20 (2) ◽

pp. 221-255 ◽

Author(s):

Sik-Yum Lee ◽

Xin-Yuan Song

Keyword(s):

Missing Data ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Structural Equation ◽

Model Comparison ◽

Structural Equation Models ◽

Likelihood Estimation

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