Maximum Likelihood Methods for Association Models in Ordered Categorical Data: Multi-Way Case

1988 ◽  
Vol 15 (23) ◽  
pp. 85-91 ◽  
Author(s):  
Masaaki Tsujitani
Keyword(s):  
Maximum Likelihood ◽  
Categorical Data ◽  
Likelihood Methods ◽  
Association Models ◽  
Ordered Categorical Data ◽  
Maximum Likelihood Methods ◽  
Ordered Categorical

scholarly journals Selecting between causal and noncausal models with quantile autoregressions

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun
Keyword(s):  
Time Series ◽  
Maximum Likelihood ◽  
Latin American ◽  
Financial Time Series ◽  
Selection Criterion ◽  
Likelihood Methods ◽  
Approximate Maximum Likelihood ◽  
Financial Time ◽  
Maximum Likelihood Methods ◽  
Latin American Countries

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.

Power and sample size for ordered categorical data

2003 ◽  
Vol 12 (1) ◽  
pp. 73-84 ◽  
Author(s):  
N Rabbee ◽  
B A Coull ◽  
C Mehta ◽  
N Patel ◽  
P Senchaudhuri
Keyword(s):  
Sample Size ◽  
Categorical Data ◽  
Ordered Categorical Data ◽  
Ordered Categorical

scholarly journals Pseudo Maximum Likelihood Methods: Theory

Econometrica ◽  
1984 ◽  
Vol 52 (3) ◽  
pp. 681 ◽  
Author(s):  
C. Gourieroux ◽  
A. Monfort ◽  
A. Trognon
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Methods ◽  
Maximum Likelihood Methods ◽  
Pseudo Maximum Likelihood
Sign in / Sign up

Export Citation Format

Share Document