结果:找到“maximum likelihood”相关内容147个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Stata 入门教程常用命令面板例子
1 个回复 - 382 次查看 Stata 入门教程常用命令面板例子 Stata Library How do I handle interactions of continuous and categorical variables.mht st Hausman test,panel data,fixed-and random-effects.mht FAQ xtreg with the ...2023-7-26 18:32 - 2023Hua - 现金交易版
stata空间tobit、probit代码
2 个回复 - 1300 次查看 stata空间tobit、probit代码 Stata 是一套提供其使用者数据分析、数据管理以及绘制专业图表的完整及整合性统计软件。它拥有很多功能,包含线性混合模型、均衡重复反复及多项式普罗比模式。用Stata绘制的统计图形相当 ...2022-5-4 10:27 - songqia - 现金交易版
上海交通大学研究生高级计量经济学课件(硕博)
4 个回复 - 2587 次查看 上海交通大学研究生高级计量经济学课件 适用于硕士及博士研究生学习 Shanghai Jiaotong UniversityPostgraduate Syllabus Ⅰ、Course Basic InformationCourse No.:C120738 Course Nam ...2022-3-13 00:10 - shadowaver - 现金交易版
Maximum Likelihood Estimation for Semiparametric Regression Models with Interval
1 个回复 - 139 次查看 【作者(必填)】 222 【文题(必填)】 Maximum Likelihood Estimation for Semiparametric Regression Models with Interval-Censored Multistate Data 【年份(必填)】 222 【全文链接或数据库名称(选填)】https ...2023-12-8 18:06 - internet.hzx - 求助成功区
Maximum Likelihood Estimation with Stata, Fourth Edition
162 个回复 - 35620 次查看 感谢[/backcolor]voodoo[/backcolor]老师的辛勤劳动![/backcolor] [/backcolor] 已回贴。。这是另发的新贴。。[/backcolor] 感觉近来“Stata上传下载区”的新资料寥寥无几,有点人气不足的样子,心里着实着急,特 ...2014-4-13 09:41 - frick521314 - 计量经济学与统计软件
Asymptotic Theory of Maximum Likelihood Estimator for Di®usion Model1
1 个回复 - 607 次查看 Asymptotic Theory of Maximum Likelihood Estimator for Di®usion Model12023-4-27 16:04 - txt8255 - 经管书评
Maximum Likelihood Estimation for Dependent Observations
3 个回复 - 858 次查看 2016-1-24 14:18 - jiayan9939 - 经管书评
[Springer] Maximum Penalized Likelihood Estimation Volume I Density Estimation
3 个回复 - 649 次查看 Maximum Penalized Likelihood Estimation Volume I: Density Estimation [*]出版社 ‏ : ‎ Springer; 第 Softcover reprint of hardcover 1st ed. 2001 版 [*]语言 ‏ : ‎ 英语 [*] ...2022-12-7 23:29 - ccpoo - 计量经济学与统计软件
Hosoya关于quasi-Gaussian maximum likelihood estimator的系列论文
1 个回复 - 637 次查看 Hosoya从耶鲁毕业后,对QGML的asymptotic theory展开的一系列研究,个人觉得非常有用。2022-11-7 09:44 - Shirobako - Forum
(free) Maximum likelihood estimation with stata 的随书程序
29 个回复 - 8603 次查看 check the attachnent.2010-4-6 06:03 - feelinginwind - 计量经济学与统计软件
求助SD+Maximum likelihood estimation of the dynamic shock-error model
1 个回复 - 603 次查看 【作者(必填)】DamayantiGhosh[/backcolor] 【文题(必填)】Maximum likelihood estimation of the dynamic shock-error model 【年份(必填)】Volume 41, Issue 1[/backcolor], May 1989, Pages 121-143 【全文 ...2022-8-19 10:19 - scottan123456 - 求助成功区
Maximum likelihood estimation for semiparametric regression models with panel co
1 个回复 - 358 次查看 【作者(必填)】 233 【文题(必填)】 Maximum likelihood estimation for semiparametric regression models with panel count data 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.co ...2022-7-31 01:25 - internet.hzx - 求助成功区
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Model
1 个回复 - 409 次查看 【作者(必填)】 2323 【文题(必填)】 Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com ...2022-7-22 12:51 - internet.hzx - 求助成功区
球文献Maximum likelihood estimators in linear regression models with Ornstein-Uh
1 个回复 - 1008 次查看 【作者(必填)】Hongchang Hu1, Xiong Pan2* and Lifeng Xu1 【文题(必填)】Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process 【年份(必填)】2014 【全文链接或数 ...2015-1-10 11:17 - weilinhy - 求助成功区
求助论文“Quasi-maximum likelihood estimation of break point in high-dimensional
1 个回复 - 924 次查看 【作者(必填)】JiangtaoDuanac1[/backcolor]JushanBaib2[/backcolor]XuHan[/backcolor] 【文题(必填)】Quasi-maximum likelihood estimation of break point in high-dimensional factor models 【年份(必填)】2 ...2022-3-26 22:12 - xmok77 - 求助成功区
Maximum Likelihood Estimation with Stata第四版
10 个回复 - 4417 次查看 http://www.stata.com/bookstore/maximum-likelihood-estimation-stata/ 注意,要的是2010年的第四版,不是论坛上已经有的第三版。2012-3-13 22:05 - denver - Stata专版
Ling+Limiting Distributions of Maximum Likelihood Estimators for UnstableAutoreg
4 个回复 - 871 次查看 【作者(必填)】Ling, S. and W.K. Li 【文题(必填)】Limiting Distributions of Maximum Likelihood Estimators for UnstableAutoregressive Moving-Average Time Series with General Autoregressive Heterosked ...2021-5-16 21:53 - harlon1976 - 文献求助专区
Maximum Likelihood Estimation with Stata
97 个回复 - 35795 次查看 从图书馆复印了这本书 现在扫描出来跟大家分享搞到一个自动进纸的扫描仪 虽然速度不快但是对于没有装订的这种复印件 可以自动完成扫描大家谁手里有这样的复印资料 我免费将其电子化并发到论坛上part1part2 [此贴子已 ...2007-12-13 06:54 - bookbug - 计量经济学与统计软件
Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term St
1 个回复 - 470 次查看 【作者(必填)】Ren-Raw Chen and Louis Scott 【文题(必填)】Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates 【年份(必填)】1993 【全文链接 ...2020-5-20 15:42 - tony_mxl - 求助成功区
Semiparametric Maximum Likelihood for Measurement Error Model Regression
2 个回复 - 420 次查看 【作者(必填)】 Daniel W. Schafer 【文题(必填)】 Semiparametric Maximum Likelihood for Measurement Error Model Regression 【年份(必填)】 2001 【全文链接或数据库名称(选填)】2020-3-6 08:02 - 王晓娣di - 文献求助专区
Econometric Applications of Maximum Likelihood Methods
5 个回复 - 1455 次查看 Econometric Applications of Maximum Likelihood Methods By Jan Salomon Cramer [*]Publisher: Cambridge University Press [*]Number Of Pages: 221 [*]Publication Date: 1986-05-31 [*]ISBN-1 ...2011-9-23 20:36 - hollyworldman - 计量经济学与统计软件
Estimation of sample selection bias models by the maximum likelihood estimator a
2 个回复 - 1100 次查看 【作者(必填)】Kazumitsu Nawata 【文题(必填)】Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator 【年份(必填)】1994 【全文链接或数据库 ...2014-11-10 14:57 - magicsun - 求助成功区
Estimation of sample-selection models by the maximum likelihood method
2 个回复 - 863 次查看 【作者(必填)】 [*]Kazumitsu Nawata 【文题(必填)】Estimation of sample-selection models by the maximum likelihood method 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://www.sciencedirec ...2014-11-10 14:49 - magicsun - 求助成功区
Separating Information Maximum Likelihood Method for High-Frequency Financial ..
10 个回复 - 1466 次查看 Separating Information Maximum Likelihood Method for High-Frequency Financial Data by Naoto Kunitomo (Author), Seisho Sato (Author), Daisuke Kurisu (Author) About the Author Naoto Kunitomo, Meiji ...2018-8-16 07:29 - slowry - 金融学(理论版)
A Note on Maximum Likelihood Estimation for Regression Models Using Grouped Data
1 个回复 - 375 次查看 【作者(必填)】 J. Burridge 【文题(必填)】 A Note on Maximum Likelihood Estimation for Regression Models Using Grouped Data 【年份(必填)】 1980 【全文链接或数据库名称(选填)】2019-6-20 10:51 - jbxiaoyu1 - 求助成功区
[求助]MAXIMUM LIKELIHOOD ESTIMATION FOR A MULTIFACTOR EQUILIBRIUM MODEL OF THE TER
11 个回复 - 6852 次查看 篇号: 题名:MAXIMUM LIKELIHOOD ESTIMATION FOR A MULTIFACTOR EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES作者: REN-RAW CHEN; LOUIS SCOTT期刊全称或缩写:The Journal of Fixed Income年份, ...2008-5-8 06:23 - summerye - 文献求助专区
Maximum likelihood estimation for the exponential power function parameters
3 个回复 - 785 次查看 【作者(必填)】 G. Agrò 【文题(必填)】Maximum likelihood estimation for the exponential power function parameters 【年份(必填)】1995 【全文链接或数据库名称(选填)】 http://www.tandfonline.com/doi/ ...2015-4-17 20:05 - savona5 - 求助成功区
[免费]Maximum Likelihood Estimation and Nonlinear Least Squares in Stata
11 个回复 - 6762 次查看 免费赠送。是个课件,觉得这个课件的母版非常漂亮,有谁有吗?或者知道到哪里可以找到?谢谢!2009-4-12 18:28 - liujiafei - 计量经济学与统计软件
Springer 2009新书-Maximum Penalized Likelihood Estimation
9 个回复 - 4585 次查看 P.P.B. Eggermont · V.N. LaRiccia Maximum Penalized Likelihood Estimation Volume II: Regression P.P.B. Eggermont Department of Food and Resource Economics University of Delaware Newark, DE 197 ...2010-7-17 09:52 - ningshisan - 计量经济学与统计软件
Maximum-likelihood_estimation_for_the_mixed_analysis_of_variance_model
2 个回复 - 1125 次查看 来一篇计量论文吧,希望能给需要的有帮助!!2015-3-9 19:55 - ron1103 - 计量经济学与统计软件
什么是伪极大似然估计(pseudo-maximum-likelihood,PML)?
12 个回复 - 22244 次查看 如题,最近看文献时发现这个东东,是什么啊?伪极大似然估计(pseudo-maximum-likelihood,PML)?2010-6-17 03:28 - baiygggg - 经济金融数学专区
Maximum likelihood estimation using Matlab
0 个回复 - 786 次查看 我在CCT.m里写好了想要的likelihood function (在没导入数据的情况下先赋值给T,W,b,还有想要估计的10个参数).然后想把6个情况对应的likelihood function 写成matlab函数.我把第一种情况(Case 1)写成了myfun1.m,然 ...2018-12-25 15:53 - hrbatanu - 爱问频道
求外文文献一篇Consistent Pseudo-Maximum Likelihood Estimators
1 个回复 - 422 次查看 【作者(必填)】Christian Gouriéroux, Alain Monfort and Eric Renault 【文题(必填)】Consistent Pseudo-Maximum Likelihood Estimators (pp. 187-218) DOI: 10.15609/annaeconstat2009.125-126.0187 【年份 ...2018-10-2 15:35 - 地下爆菊 - 求助成功区
Maximum likelihood, entropy maximization, and the geometric programming
2 个回复 - 680 次查看 【作者(必填)】 Wong 【文题(必填)】 Maximum likelihood, entropy maximization, and the geometric programming approaches to the calibration of trip distribution models 【年份(必填)】 1981 【全文链接 ...2018-7-5 20:53 - peterxu1969 - 求助成功区
求助Pseudo maximum likelihood estimation for semiparametric models
0 个回复 - 479 次查看 【作者(必填)】 Hu, H. L. 【文题(必填)】 Pseudo maximum likelihood estimation for semiparametric models 【年份(必填)】 1998 【全文链接或数据库名称(选填)】2018-5-21 20:24 - 红゛尘旧梦う - 文献求助专区
Maximum Likelihood Approaches
3 个回复 - 1281 次查看 再共享一篇计量经典论文,希望对大家有帮助!!Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems(Harville1977)2015-3-14 14:25 - ron1103 - 计量经济学与统计软件
The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in
4 个回复 - 840 次查看 【作者(必填)】Takeshi Amemiya 【文题(必填)】The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model 【年份(必填)】1977 ...2018-3-18 23:28 - hnhs100 - 求助成功区
Parametrische Statistik Verteilungen, maximum likelihood und GLM in R
4 个回复 - 686 次查看 【作者(必填)】 Carsten F. Dormann 【文题(必填)】 Parametrische Statistik Verteilungen, maximum likelihood und GLM in R 【年份(必填)】 2 edition (August 22, 2017) 【全文链接或数据库名称(选填)】 ...2018-2-12 09:54 - 20115326 - 求助成功区
A maximum likelihood model for estimating origin-destination matrices
1 个回复 - 660 次查看 【作者(必填)】 Heinz Spiess 【文题(必填)】 A maximum likelihood model for estimating origin-destination matrices 【年份(必填)】 1987 【全文链接或数据库名称(选填)】 http://www.sciencedirect. ...2017-10-11 09:11 - peterxu1969 - 求助成功区
On the existence of the maximum likelihood estimates in Poisson regression
2 个回复 - 984 次查看 【作者(必填)】J.M.C. Santos Silvaa, , , Silvana Tenreyrob, 1, 【文题(必填)】On the existence of the maximum likelihood estimates in Poisson regression 【年份(必填)】2010 【全文链接或数据 ...2017-3-31 12:57 - choukoei - 求助成功区
Maximum likelihood inference for left-censored HIV RNA data
2 个回复 - 831 次查看 【作者(必填)】Lynn, H. S. 【文题(必填)】Maximum likelihood inference for left-censored HIV RNA data 【年份(必填)】2001 【全文链接或数据库名称(选填)】Stat. Med., 20, 33–45.2017-4-23 21:57 - weiweidada - 求助成功区
求助关于simulated maximum likelihood的问题
0 个回复 - 1805 次查看 小弟最近在学习simulated maximum likelihood estimation,在做最简单的一个random coefficient linear model的时候遇到了一些问题,请大家帮我解答一下。我参照greene第七版example 15.11的做法编了程序来estimate自 ...2017-1-25 07:16 - jisongbian - Gauss专版
Applying a Two-Step Maximum Likelihood Method to Examine the Deposit Insurance P
3 个回复 - 750 次查看 【作者(必填)】David K. Wang ; Chun-Chou Wu ; Heng-Chih Chou 【文题(必填)】Applying a Two-Step Maximum Likelihood Method to Examine the Deposit Insurance Program of Taiwan 【年份(必填)】2012 ...2017-1-14 21:41 - runman - 求助成功区
Asymptotic properties of conditional maximumlikelihood estimators
1 个回复 - 974 次查看 【作者(必填)】EB Andersen 【文题(必填)】Asymptotic properties of conditional maximumlikelihood estimators 【年份(必填)】《Journal of the Royal Statistical Society》, 1970, 39(3):1093 【全文链 ...2016-12-19 10:51 - 2行者8805 - 求助成功区
求经典著作Maximum Penalized Likelihood Estimation: Volume I: Density Estimation
2 个回复 - 3182 次查看 求经典《Maximum Penalized Likelihood Estimation: Volume I: Density Estimation》 (Springer Series in Statistics) http://www.amazon.com/Maximum-Penalized-Likelihood-Estimation-Statistics/dp/038795268 ...2011-1-28 16:26 - iiistony - 计量经济学与统计软件
拟极大似然估计 quasi-maximum likelihood estimation.
3 个回复 - 10901 次查看 请学长用尽量简单的话解释下 什么是拟极大似然估计 quasi-maximum likelihood estimation. 谢谢2011-5-23 23:05 - 我上故我在 - 爱问频道
Parallel maximum likelihood estimator for multiple linear regression models
0 个回复 - 1135 次查看 PSC相关论文2016-11-1 23:24 - ggbggb - R语言论坛
求Maximum likelihood estimation of the Heston stochastic volatility model using
8 个回复 - 1203 次查看 【作者(必填)】Francesca MarianiGraziella PacelliFrancesco Zirilli 【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application ...2016-10-17 19:53 - weilinhy - 求助成功区
Asymptotic normality of maximum likelihood and its variational approximation for
2 个回复 - 622 次查看 Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels P Bickel, D Choi, X Chang, H Zhang - The Annals of Statistics, 2013 - projecteucl ...2016-9-19 16:24 - janyiyi - 求助成功区
求文献:Semiparametric Maximum Likelihood Estimator
3 个回复 - 1286 次查看 "A Semiparametric Maximum Likelihood Estimator"by Chunrong Ai 急需这篇文章,有的同学请分享一下吧,不甚感激,多谢2014-3-27 08:58 - mayaolan66 - 计量经济学与统计软件
求Maximum likelihood estimation of the Heston stochastic volatility model using
2 个回复 - 840 次查看 【作者(必填)】Francesca Mariani[/backcolor], Graziella Pacelli[/backcolor], Francesco Zirilli[/backcolor] 【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using ...2016-9-4 11:55 - weilinhy - 求助成功区
求助An Equivalence of Conditional and Unconditional Maximum Likelihood Estimator
1 个回复 - 821 次查看 【作者(必填)】Zhulin He & Babette A. Brumback 【文题(必填)】An Equivalence of Conditional and Unconditional Maximum Likelihood Estimator 【年份(必填)】2011 【全文链接或数据库名称(选填)】http ...2016-8-23 09:18 - rrsh248 - 求助成功区
Restricted multinomial maximum likelihood estimation
2 个回复 - 700 次查看 【作者(必填)】Richard L. Dykstra 【文题(必填)】Restricted multinomial maximum likelihood estimation based upon Fenchel duality 【年份(必填)】 【全文链接或数据库名称(选填)】2015-10-13 18:02 - ynlihuiqiong - 求助成功区
Maximum Likelihood Estimation and Inference: With Examples in R, SAS and ADMB
22 个回复 - 6404 次查看 Maximum Likelihood Estimation and Inference: With Examples in R, SAS and ADMB By Russell B. Millar Publisher: W 2011 | 374 Pages | ISBN: 0470094826 | PDF | 2 MB This book takes a fresh look at ...2012-3-15 10:16 - firelife - R语言论坛
求jstor文献一篇 Maximum Likelihood Estimation in a Class of Nonregular Cases
1 个回复 - 609 次查看 【作者(必填)】Richard L. Smith 【文题(必填)】Maximum Likelihood Estimation in a Class of Nonregular Cases 【年份(必填)】1985 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/2336336?se ...2016-6-30 15:38 - mgymgy - 求助成功区
求 Distributions of the maximum likelihood and minimum contrast estimators assoc
2 个回复 - 867 次查看 【作者(必填)】K. Tanaka, 【文题(必填)】Distributions of the maximum likelihood and minimum contrast estimators associated with the fractionalOrnstein–Uhlenbeck proces 【年份(必填)】2013 【全 ...2016-6-6 23:22 - weilinhy - 求助成功区
求 Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenb
1 个回复 - 623 次查看 【作者(必填)】K. Tanaka, 【文题(必填)】 Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process, 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Stat. Infer ...2016-6-6 23:24 - weilinhy - 求助成功区
Fourth order pseudo maximum likelihood methods
2 个回复 - 832 次查看 【作者(必填)】 [*]Alberto Hollya, b, , [*]Alain Monfortc, , , [*]Michael Rockingerd 【文题(必填)】 Fourth order pseudo maximum likelihood methods【年份(必填)】 2011 【全文链接或数据库名称(选填 ...2016-4-3 14:45 - internet.hzx - 求助成功区
Maximum likelihood ranking in racing sports
1 个回复 - 607 次查看 【作者(必填)】A. Anderson 【文题(必填)】Maximum likelihood ranking in racing sports 【年份(必填)】2014 【全文链接或数据库名称(选填)】https://ideas.repec.org/a/taf/applec/v46y2014i15p1778-1787 ...2016-4-13 15:16 - dliangfranklin - 求助成功区
Quasi-maximum likelihood estimation and inference in dynamic models with time-va
1 个回复 - 845 次查看 【作者(必填)】 Tim Bollersleva & Jeffrey M. Wooldridgeb 【文题(必填)】 Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances【年份(必填)】 1992 【全文链 ...2015-12-10 00:05 - internet.hzx - 求助成功区
求jstor文献Maximum Likelihood, Consistency and Data Envelopment Analysis: A Stat
3 个回复 - 564 次查看 【作者(必填)】Rajiv D. Banker 【文题(必填)】Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation 【年份(必填)】1993 【全文链接或数据库名称(选填)】http://w ...2015-10-21 10:34 - mgymgy - 求助成功区
Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation
4 个回复 - 629 次查看 【作者(必填)】Angela D’Elia , Domenico Piccolo 【文题(必填)】Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation 【年份(必填)】2004 【全文链接或数据库名称(选填)】htt ...2015-10-20 04:54 - 及格斯 - 求助成功区
Nonparametric maximum likelihood approach to multiple change-point problems
2 个回复 - 1013 次查看 【作者(必填)】Changliang Zou, Guosheng Yin, Long Feng, and Zhaojun Wang 【文题(必填)】Nonparametric maximum likelihood approach to multiple change-point problems 【年份(必填)】2014 【全文链接或 ...2015-4-22 08:42 - xmok77 - 求助成功区
Maximum Penalized Likelihood Estimation Volume II: Regression
2 个回复 - 924 次查看 P.P.B. Eggermont · V.N. LaRiccia Maximum Penalized Likelihood Estimation Volume II: Regression2014-10-17 22:09 - li_mao - 计量经济学与统计软件
Automatic Differentiation to Facilitate Maximum Likelihood Estimation
4 个回复 - 1135 次查看 【作者(必填)】HJ Skaug[/backcolor] 【文题(必填)】 [/backcolor]Automatic Differentiation to Facilitate Maximum Likelihood Estimation in Nonlinear Random Effects Models 【年份(必填)】2002 【全文 ...2014-8-19 11:25 - lipj - 求助成功区
projecteuclid Efficient maximum likelihood estimation
2 个回复 - 888 次查看 【作者(必填)】Hilmar Mai 【文题(必填)】Efficient maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck processes 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://projecte ...2014-10-15 23:36 - 352693585 - 求助成功区
Maximum likelihood estimation of generalised linear models for multivariate...
2 个回复 - 1302 次查看 【作者(必填)】Pourahmadi, M 【文题(必填)】 Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix 【年份(必填)】2000 【全文链接或数据库名称(选填) ...2013-5-31 17:13 - djheahnu - 求助成功区
用matlab怎么算quasi maximum likelihood参数估计渐进分布的协方差
0 个回复 - 1361 次查看 一个小问题~ 最近在做QMLE,在求参数估计渐进分布的协方差时卡住了。协防差矩阵里面有个 [LaTex]T^-1\sum{h(\hat{\theta},y_t) \cdot h(\hat{\theta},y_t)}[/LaTex] 这个不知道怎么用matlab实现这个公式。协方差 ...2015-8-2 12:11 - linmucai - MATLAB等数学软件专版
用matlab怎么算quasi maximum likelihood参数估计渐进分布的协方差
0 个回复 - 1603 次查看 一个小问题~ 最近在做QMLE,在求参数估计渐进分布的协方差时卡住了。协防差矩阵里面有个 [LaTex]T^-1\sum{h(\hat{\theta},y_t) \cdot h(\hat{\theta},y_t)}[/LaTex] 这个不知道怎么用matlab实现这个公式。协方差 ...2015-8-2 12:07 - linmucai - 经济统计专版
求助李龙飞老师的Asymptotic distributions of quasi-maximum likelihood estimators
1 个回复 - 992 次查看 【作者(必填)】 Lee, L.F. 【文题(必填)】 Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models 【年份(必填)】 2004 【全文链接或数据库名称(选填)】http://on ...2015-4-10 13:32 - 临风看云 - 求助成功区
Maximum likelihood estimation of a modified power series distribution and some o
9 个回复 - 883 次查看 【作者(必填)】RC Gupta 【文题(必填)】Maximum likelihood estimation of a modified power series distribution and some of itsapplications 【年份(必填)】1975 【全文链接或数据库名称(选填)】2015-3-31 19:24 - 星月___无涯 - 文献求助专区
求文献Maximum likelihood approach for several stochastic volatility models
2 个回复 - 660 次查看 题目:Maximum likelihood approach for several stochastic volatility models 作者 Jordi Camprodon, Josep Perelló 发表日期 2012/8/1 期刊 Journal of Statistical Mechanics: Theory and Experime ...2015-3-12 23:25 - weilinhy - 求助成功区
Modified maximum likelihood estimator of scale parameter using moving extremes r
1 个回复 - 728 次查看 【作者(必填)】Wangxue Chena, Minyu Xiea* & Ming Wua 【文题(必填)】Modified maximum likelihood estimator of scale parameter using moving extremes ranked set sampling 【年份(必填)】2014 【全文链 ...2015-3-6 22:00 - ozj9325 - 求助成功区
Maximum Likelihood和Residual Likelihood
1 个回复 - 1244 次查看 谁能讲讲Maximum Likelihood和Residual Likelihood的区别吗?我在用proc glimmix的时候,sashelp 里有提到。谢谢各位啦2013-10-11 19:21 - qinglingnvhai - SAS专版
Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
1 个回复 - 936 次查看 【作者(必填)】Randall J. Olsen[/backcolor] 【文题(必填)】Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model 【年份(必填)】1978 【全文链接或数据库名称(选填)】http://w ...2014-11-4 20:06 - magicsun - 求助成功区
求A note on maximum likelihood estimation in the first-order Gaussian moving ave
1 个回复 - 860 次查看 【作者(必填)】TW Anderson, RP Metz 【文题(必填)】A note on maximum likelihood estimation in the first-order Gaussian moving average model 【年份(必填)】1993 【全文链接或数据库名称(选填)】Stati ...2014-10-15 09:57 - weilinhy - 求助成功区
Taylor & Francis Modified maximum likelihood estimator
1 个回复 - 1180 次查看 【作者(必填)】Wangxue Chena, Minyu Xiea* & Ming Wua 【文题(必填)】Modified maximum likelihood estimator of scale parameter using moving extremes ranked set sampling 【年份(必填)】2014 【全文链 ...2014-10-11 23:57 - 352693585 - 求助成功区
英文文献Maximum likelihood estimation of random effects
1 个回复 - 915 次查看 【作者(必填)】Trevor S. Breusch 【文题(必填)】Maximum likelihood estimation of random effects models 【年份(必填)】1987 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/ar ...2014-10-11 09:24 - ywh19860616 - 求助成功区
A Maximum Likelihood Model for Econometric Estimation with Spatial series
0 个回复 - 1317 次查看 【作者(必填)】LW Hepple 【文题(必填)】A Maximum Likelihood Model for Econometric Estimation with Spatial series 【年份(必填)】1976 【全文链接或数据库名称(选填)】http://scholar.google.com/sch ...2014-6-26 22:20 - twinkle_2012 - 文献求助专区
Tutorial on maximum likelihood estimation
1 个回复 - 1351 次查看 自己在做参数估计的时候, 忽然发现有些最基本的基础问题还是是是而非的, 由此及彼, 希望对大家有所帮助. Tutorial on maximum likelihood estimation In Jae Myung* Department of Psychology, Ohio State ...2014-6-24 00:28 - laneboss - 金融学(理论版)
Information bounds and nonparametric maximum likelihood estimation
6 个回复 - 2194 次查看 之前书名粘贴错了 由此造成的误会 深表歉意 附件是书 Information bounds and nonparametric maximum likelihood estimation[/backcolor] 附件是最初上传的 现在名字不知道怎么改过来 敬请注意 Information bo ...2013-1-21 11:23 - chenweixiyang - 计量经济学与统计软件
原创:如何让Stata更快的进行maximum likelihood计算
6 个回复 - 6185 次查看 这几天正在使用maximum likelihood方法估计discrete choice模型。很多情况下,计算likelihood的程序需要根据被解释变量y的取值来计算likelihood `lnf'。达成这个目的常见的方法是使用if条件语句。例如:当数据量较大 ...2013-5-7 21:44 - 夏目贵志 - Stata专版