Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

Journal of Econometrics ◽

10.1016/s0304-4076(98)00010-4 ◽

1998 ◽

Vol 86 (2) ◽

pp. 369-386 ◽

Author(s):

Zacharias Psaradakis ◽

Martin Sola

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Markov Switching ◽

Autoregressive Models ◽

Finite Sample ◽

Likelihood Estimator ◽

Finite Sample Properties

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Finite sample properties of maximum likelihood estimator in spatial models

Journal of Econometrics ◽

10.1016/j.jeconom.2005.08.006 ◽

2007 ◽

Vol 137 (2) ◽

pp. 396-413 ◽

Author(s):

Yong Bao ◽

Aman Ullah

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Spatial Models ◽

Finite Sample ◽

Likelihood Estimator ◽

Finite Sample Properties

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Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates

Communication in Statistics- Theory and Methods ◽

10.1080/03610920903506587 ◽

2011 ◽

Vol 40 (6) ◽

pp. 1000-1014 ◽

Author(s):

Qian Chen ◽

David E. Giles

Keyword(s):

Maximum Likelihood ◽

Regression Model ◽

Maximum Likelihood Estimator ◽

Poisson Regression ◽

Poisson Regression Model ◽

Finite Sample ◽

Likelihood Estimator ◽

Finite Sample Properties

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Finite Sample Properties of the Maximum Likelihood Estimator and of Likelihood Ratio Tests in Hidden Markov Models

Biometrical Journal ◽

10.1002/1521-4036(200111)43:7<863::aid-bimj863>3.0.co;2-s ◽

2001 ◽

Vol 43 (7) ◽

pp. 863-879 ◽

Author(s):

S. Michalek ◽

M. Wagner ◽

J. Timmer ◽

W. Vach

Keyword(s):

Maximum Likelihood ◽

Hidden Markov Models ◽

Maximum Likelihood Estimator ◽

Likelihood Ratio ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Ratio Tests ◽

Finite Sample ◽

Likelihood Estimator ◽

Finite Sample Properties

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Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates

Statistical Papers ◽

10.1007/s00362-010-0348-z ◽

2010 ◽

Vol 53 (2) ◽

pp. 409-426 ◽

Author(s):

Qian Chen ◽

David E. Giles

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Logit Model ◽

Finite Sample ◽

Likelihood Estimator ◽

Binary Logit Model ◽

Binary Logit ◽

Finite Sample Properties

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Large and finite sample properties of a maximum-likelihood estimator for multiplicity of infection

PLoS ONE ◽

10.1371/journal.pone.0194148 ◽

2018 ◽

Vol 13 (4) ◽

pp. e0194148 ◽

Author(s):

Kristan Alexander Schneider

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Multiplicity Of Infection ◽

Finite Sample ◽

Likelihood Estimator ◽

Finite Sample Properties

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Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation

Journal of Business and Economic Statistics ◽

10.2307/1392516 ◽

1995 ◽

Vol 13 (1) ◽

pp. 1 ◽

Author(s):

Robin L. Lumsdaine

Keyword(s):

Monte Carlo ◽

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Finite Sample ◽

Likelihood Estimator ◽

Finite Sample Properties ◽

Monte Carlo Investigation

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Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation

Journal of Business and Economic Statistics ◽

10.1080/07350015.1995.10524574 ◽

1995 ◽

Vol 13 (1) ◽

pp. 1-10 ◽

Author(s):

Robin L. Lumsdaine

Keyword(s):

Monte Carlo ◽

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Finite Sample ◽

Likelihood Estimator ◽

Finite Sample Properties ◽

Monte Carlo Investigation

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Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models

Statistics & Probability Letters ◽

10.1016/j.spl.2015.02.010 ◽

2015 ◽

Vol 100 ◽

pp. 192-202 ◽

Author(s):

Abdelouahab Bibi ◽

Ahmed Ghezal

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Markov Switching ◽

Time Series Models ◽

Likelihood Estimator ◽

Quasi Maximum Likelihood

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Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

The Annals of Statistics ◽

10.1214/009053604000000021 ◽

2004 ◽

Vol 32 (5) ◽

pp. 2254-2304 ◽

Author(s):

Tobias Ryd�n ◽

�ric Moulines ◽

Randal Douc

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Autoregressive Models ◽

Likelihood Estimator

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Properties of the maximum likelihood estimator in spatial autoregressive models

10.1920/wp.cem.2013.4413 ◽

2013 ◽

Author(s):

Grant Hillier ◽

Federico Martellosio

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Autoregressive Models ◽

Likelihood Estimator ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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