## 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

## 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

## 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