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Working with roots

Christopher G. Small and Jinfang Wang

in Numerical Methods for Nonlinear Estimating Equations

Published in print:
2003
Published Online:
September 2007
ISBN:
9780198506881
eISBN:
9780191709258
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198506881.003.0004
Subject:
Mathematics, Probability / Statistics

This chapter studies the broad class of models which have difficult problems of nonlinearity and multiple roots. These models include the mixture models, a model for bivariate normal paired data with ... More


Simulation-based Econometric Methods

Christian Gouriéroux and Alain Monfort

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198774754
eISBN:
9780191596339
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198774753.001.0001
Subject:
Economics and Finance, Econometrics

This book deals with a new generation of econometric methods leading to criterion functions without simple analytical expression. The difficulty often comes from the presence of integrals of large ... More


The Statistical Analysis of Discrete‐Response CV Data

Michael Hanemann and Barbara Kanninen

in Valuing Environmental Preferences: Theory and Practice of the Contingent Valuation Method in the US, EU , and developing Countries

Published in print:
2001
Published Online:
November 2003
ISBN:
9780199248919
eISBN:
9780191595950
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199248915.003.0011
Subject:
Economics and Finance, Development, Growth, and Environmental

Economic theory of responses to CV survey questions is developed, set within the framework of the random utility maximization model, which generates statistical models for the survey responses. A ... More


Likelihood

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0010
Subject:
Economics and Finance, Econometrics

The likelihood function is the obverse of the data‐density function, and summaries thereof lead to maximum likelihood estimation. The first derivative of the log‐likelihood, the score, plays a ... More


Statistical Methods

John McDonald and G. D. Snooks

in Domesday Economy: A New Approach to Anglo-Norman History

Published in print:
1986
Published Online:
November 2003
ISBN:
9780198285243
eISBN:
9780191596636
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198285248.003.0008
Subject:
Economics and Finance, Economic History

‘Statistical methods’ describes the statistical procedures used in the econometric analysis of Domesday production and fiscal relationships. These include the least squares, maximum likelihood, and ... More


Computational Molecular Evolution

Ziheng Yang

Published in print:
2006
Published Online:
April 2010
ISBN:
9780198567028
eISBN:
9780191728280
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567028.001.0001
Subject:
Biology, Evolutionary Biology / Genetics

The field of molecular evolution has experienced explosive growth in recent years due to the rapid accumulation of genetic sequence data, continuous improvements to computer hardware and software, ... More


How to Estimate Default Intensity Processes

Darrell Duffie

in Measuring Corporate Default Risk

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199279234
eISBN:
9780191728419
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199279234.003.0003
Subject:
Economics and Finance, Financial Economics

This chapter presents the theory underlying the maximum likelihood estimation of term structures of survival probabilities, for example the dependence of default probability on time horizon. The ... More


The Preferences of Insiders and Outsiders: Testing the Model's Assumptions about Individual Interests

David Rueda

in Social Democracy Inside Out: Partisanship and Labor Market Policy in Advanced Industrialized Democracies

Published in print:
2007
Published Online:
January 2008
ISBN:
9780199216352
eISBN:
9780191712241
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199216352.003.0003
Subject:
Political Science, Comparative Politics

This chapter has two main goals: to produce data that provide a complete picture of the preferences of insiders, outsiders, and upscale groups; and to test whether these preferences fit into the ... More


The Structure of Simultaneous Equations Estimators

David F. Hendry

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0014
Subject:
Economics and Finance, Econometrics

Optimal estimation is necessary for empirical modelling, but can be summarized in an estimator generating equation (EGE). The EGE reduces a vast literature on estimating individual equations and ... More


Maximum‐Likelihood Inference Theory of Co‐Integrated VAR

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0015
Subject:
Economics and Finance, Econometrics

This chapter examines inference procedures for the co-integration developed by Johansen (1988, 1991a, 1992b, 1992c, 1994) based on maximum-likelihood analysis of the VAR error-correction ... More


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