Small-Sample Properties of Nonlinear Least Squares and Maximum Likelihood Estimators in the Context of Autocorrelated Errors

Journal of the American Statistical Association ◽

10.1080/01621459.1979.10481605 ◽

1979 ◽

Vol 74 (365) ◽

pp. 41-47 ◽

Author(s):

John J. Spitzer

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Maximum Likelihood Estimators ◽

Nonlinear Least Squares ◽

Small Sample ◽

Small Sample Properties ◽

Autocorrelated Errors

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Nonlinear Least Squares and Maximum Likelihood Estimators for Efficient Multivariate Regression Analysis with the Item Count Technique

SSRN Electronic Journal ◽

10.2139/ssrn.1907111 ◽

2000 ◽

Author(s):

Magid Maatallah

Keyword(s):

Regression Analysis ◽

Maximum Likelihood ◽

Least Squares ◽

Multivariate Regression ◽

Maximum Likelihood Estimators ◽

Nonlinear Least Squares ◽

Multivariate Regression Analysis ◽

Item Count Technique

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Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918708812623 ◽

1987 ◽

Vol 16 (3) ◽

pp. 871-884 ◽

Author(s):

Jerome F. Eastham ◽

Vincent N. LaRiccia ◽

John H. Schenemeyer

Keyword(s):

Maximum Likelihood ◽

Lognormal Distribution ◽

Maximum Likelihood Estimators ◽

Small Sample ◽

Small Sample Properties

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Small sample properties of the maximum likelihood estimators of the parameters μ and σ from a grouped sample of a normal population

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918808812658 ◽

1988 ◽

Vol 17 (1) ◽

pp. 229-239 ◽

Author(s):

Martin Schader ◽

Friedrich Schmid

Keyword(s):

Maximum Likelihood ◽

Normal Population ◽

Maximum Likelihood Estimators ◽

Small Sample ◽

Small Sample Properties

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Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2008.09.003 ◽

2009 ◽

Vol 39 (6) ◽

pp. 670-678 ◽

Author(s):

Peter Egger ◽

Mario Larch ◽

Michael Pfaffermayr ◽

Janette Walde

Keyword(s):

Maximum Likelihood ◽

Method Of Moments ◽

Generalized Method Of Moments ◽

Small Sample ◽

Small Sample Properties ◽

Autocorrelated Errors

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Small Sample Properties of a Class of Nonlinear Least Squares Problems

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)65437-5 ◽

1979 ◽

Vol 12 (8) ◽

pp. 341-347

Author(s):

A. van den Bos

Keyword(s):

Least Squares ◽

Nonlinear Least Squares ◽

Small Sample ◽

Least Squares Problems ◽

Small Sample Properties

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On the small sample properties of norm-restricted maximum likelihood estimators for logistic regression models

Communication in Statistics- Theory and Methods ◽

10.1080/03610928908829944 ◽

1989 ◽

Vol 18 (3) ◽

pp. 959-980 ◽

Author(s):

Diane E. Duffy ◽

Thomas J. Santner

Keyword(s):

Logistic Regression ◽

Maximum Likelihood ◽

Regression Models ◽

Maximum Likelihood Estimators ◽

Restricted Maximum Likelihood ◽

Small Sample ◽

Logistic Regression Models ◽

Small Sample Properties

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Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors

SSRN Electronic Journal ◽

10.2139/ssrn.843367 ◽

2005 ◽

Author(s):

Peter H. Egger ◽

Mario Larch ◽

Michael Pfaffermayr ◽

Janette Walde

Keyword(s):

Maximum Likelihood ◽

Method Of Moments ◽

Generalized Method Of Moments ◽

Small Sample ◽

Small Sample Properties ◽

Autocorrelated Errors

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Small sample properties of the conditional least squares estimator in SETAR models

Economics Letters ◽

10.1016/s0165-1765(00)00314-1 ◽

2000 ◽

Vol 69 (3) ◽

pp. 267-276 ◽

Author(s):

George Kapetanios

Keyword(s):

Least Squares ◽

Small Sample ◽

Least Squares Estimator ◽

Conditional Least Squares ◽

Conditional Least Squares Estimator ◽

Small Sample Properties

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A class of small sample nonlinear least squares problems

10.1016/0005-1098(80)90069-2 ◽

1980 ◽

Vol 16 (5) ◽

pp. 487-490 ◽

Author(s):

A. van den Bos

Keyword(s):

Least Squares ◽

Nonlinear Least Squares ◽

Small Sample ◽

Least Squares Problems

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The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors

Journal of Econometrics ◽

10.1016/0304-4076(84)90036-8 ◽

1984 ◽

Vol 25 (1-2) ◽

pp. 49-61 ◽

Author(s):

W.E. Griffiths ◽

P.A.A. Beesley

Keyword(s):

Linear Model ◽

Preliminary Test ◽

Small Sample ◽

Small Sample Properties ◽

Autocorrelated Errors

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