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Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility ModelsQuasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models
(Sociedade Brasileira de Econometria, 2007)
A (semi-)parametric functional coefficient autoregressive conditional duration model
(2013-12-09)
In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient ...
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
(Taylor & Francis Inc, 2016-08-08)
In this article, we propose a class of logarithmic autoregressive conditional duration (ACD)-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and asymmetries in financial durations. ...
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
(De Gruyter, 2016-01)
This paper studies the connections among the asymmetric Laplace probability density (ALPD), maximum likelihood, maximum entropy and quantile regression. We show that the maximum likelihood problem is equivalent to the ...
Standard Error Correction in Two-Stage Optimization Models: A Quasi-Maximum Likelihood Estimation Approach
(Universidad EAFITEscuela de Economía y Finanzas, 2017-05-01)
Following Wooldridge (2014), we discuss and implement in Stata an efficient maximum likelihood approach to the estimation of corrected standard errors of two-stage optimization models. Specifically, we compare the robustness ...
A Gamma-Type Distribution with Applications
(MDPI, 2020)
Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility ModelExact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model
(Sociedade Brasileira de Econometria, 2003)
Decision theory applied to a linear panel data model
(Wiley-Blackwell Publishing, Inc, 2009-01)
This paper applies some general concepts in decision theory to a linear panel data model. A simple version of the model is an autoregression with a separate intercept for each unit in the cross section, with errors that ...
Parâmetros genéticos e associação de caracteres de importância econômica com polimorfismos dos genes ADIPOR1 e APOB em frangos de corte
(Universidade Estadual Paulista (Unesp), 2013-12-06)
A obtenção de maiores pesos corporais ao abate e melhor eficiência na utilização de alimentos, assim como a redução de deposição de gordura na carcaça para aumentar o rendimento, são importante na atividade avícola de ...