Conditional maximum likelihood estimation for a class of observation-driven time series models for count data

Statistics & Probability Letters ◽

10.1016/j.spl.2016.11.002 ◽

2017 ◽

Vol 123 ◽

pp. 193-201 ◽

Cited By ~ 7

Author(s):

Yunwei Cui ◽

Qi Zheng

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Count Data ◽

Likelihood Estimation ◽

Time Series Models ◽

Conditional Maximum Likelihood ◽

Conditional Maximum

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Pseudo Conditional Maximum Likelihood Estimation of the Dynamic Logit Model for Binary Panel Data

SSRN Electronic Journal ◽

10.2139/ssrn.1081146 ◽

2009 ◽

Cited By ~ 1

Author(s):

Francesco Bartolucci ◽

Valentina Nigro

Keyword(s):

Maximum Likelihood ◽

Panel Data ◽

Maximum Likelihood Estimation ◽

Logit Model ◽

Likelihood Estimation ◽

Conditional Maximum Likelihood ◽

Conditional Maximum

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Conditional Maximum Likelihood Estimation

The SAGE Encyclopedia of Social Science Research Methods ◽

10.4135/9781412950589.n153 ◽

2012 ◽

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Conditional Maximum Likelihood ◽

Conditional Maximum

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Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_5 ◽

2006 ◽

pp. 85-140

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Models ◽

Recurrence Equations ◽

Stochastic Recurrence ◽

Quasi Maximum Likelihood

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Conditional Maximum Likelihood Estimation Following a Group Sequential Test

Biometrical Journal ◽

10.1002/bimj.200410076 ◽

2004 ◽

Vol 46 (6) ◽

pp. 760-768 ◽

Cited By ~ 12

Author(s):

Aiyi Liu ◽

James F. Troendle ◽

Kai F. Yu ◽

Vivian W. Yuan

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Sequential Test ◽

Group Sequential ◽

Conditional Maximum Likelihood ◽

Group Sequential Test ◽

Conditional Maximum

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On the sampling interpretation of confidence intervals and hypothesis tests in the context of conditional maximum likelihood estimation

Psychometrika ◽

10.1007/bf02295437 ◽

1998 ◽

Vol 63 (1) ◽

pp. 65-71 ◽

Cited By ~ 2

Author(s):

E. Maris

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Confidence Intervals ◽

Likelihood Estimation ◽

Hypothesis Tests ◽

Conditional Maximum Likelihood ◽

Conditional Maximum

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A Comparative Study of Conditional Maximum Likelihood Estimation of a Common Odds Ratio

Biometrics ◽

10.2307/2531163 ◽

1984 ◽

Vol 40 (4) ◽

pp. 1117 ◽

Cited By ~ 25

Author(s):

Walter W. Hauck

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Comparative Study ◽

Odds Ratio ◽

Likelihood Estimation ◽

Conditional Maximum Likelihood ◽

Common Odds Ratio ◽

Conditional Maximum

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JOINT AND CONDITIONAL MAXIMUM LIKELIHOOD ESTIMATION FOR THE RASCH MODEL FOR BINARY RESPONSES

ETS Research Report Series ◽

10.1002/j.2333-8504.2004.tb01947.x ◽

2004 ◽

Vol 2004 (1) ◽

pp. i-63 ◽

Cited By ~ 15

Author(s):

Shelby J. Haberman

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Rasch Model ◽

Likelihood Estimation ◽

Binary Responses ◽

Conditional Maximum Likelihood ◽

Conditional Maximum ◽

The Rasch Model

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Gaussian pseudo-maximum likelihood estimation of fractional time series models

The Annals of Statistics ◽

10.1214/11-aos931 ◽

2011 ◽

Vol 39 (6) ◽

pp. 3152-3181 ◽

Cited By ~ 45

Author(s):

Javier Hualde ◽

Peter M. Robinson

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Models ◽

Pseudo Maximum Likelihood Estimation ◽

Pseudo Maximum Likelihood

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On uniqueness of the conditional maximum likelihood estimation for a binary panel model

Economics Letters ◽

10.1016/j.econlet.2011.03.041 ◽

2011 ◽

Vol 112 (2) ◽

pp. 148-150 ◽

Cited By ~ 1

Author(s):

Kentaro Akashi

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Conditional Maximum Likelihood ◽

Panel Model ◽

Conditional Maximum

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Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1476710 ◽

2018 ◽

Vol 48 (13) ◽

pp. 3388-3401 ◽

Cited By ~ 2

Author(s):

Yunwei Cui ◽

Xiaoyin Wang

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Parameter Space ◽

Negative Binomial ◽

Likelihood Estimation ◽

True Parameter ◽

Conditional Maximum Likelihood ◽

Conditional Maximum

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