On the consistency of the maximum likelihood estimator with dependent observations

Exact Gaussian maximum likelihood and simulation for regularly-spaced observations with Gaussian correlations

Martin, R.
Sheffield Univ. (United Kingdom). School of Mathematics and Statistics, Probability and Statistics Section

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:7769.0861(481/98) / BLDSC - British L...

Conditional maximum likelihood estimation of dynamic panel data models

Kruiniger, H.
University Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.7738(98-04) / BLDSC - British Li...

Testing the constancy of regression estimators

Loynes, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

Available from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--452/95) / BLDSC - Bri...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

On the density of the maximum likelihood estimator

Hillier, G.
Armstrong, M.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9645) / BLDSC - British Libr...

Consistency of Maximum Likelihood Estimators When Observations Are Dependent

Heijmans, R
Magnus, J

September 2019

Wald's (1949) classical consistency theorem (which proves strong consistency of the maximum likeliho...

Consistent maximum likelihood estimation of the nonlinear regression model with normal errors

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25296(Consistent) / BLDSC - British Lib...

Some practical issues in maximum simulated likelihood

Hajivassiliou, V.A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/340) / BLDSC - British Li...

Consistent choice and falsifiability of the maximization hypothesis

Dasgupta, I.
Kumar, S.
Pattanaik, P.K.
Nottingham Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(99/17) / BLDSC - British L...

CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE

Heijmans, Risto
Magnus, Jan

September 2019

These seems to be almost universal consensus among econometricians that the method of maximum likeli...

Why you may need not worry about finite sample bias in simulated maximum likelihood estimation

Schuermann, T.
Weeks, M.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 94/18) / BLDSC - Britis...

Notes on the use of the empirical Fisher information matrix in maximum likelihood estimation

Scott, A
Lancaster Univ. (United Kingdom). Statistics Group

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.5468(LU-SG-RRS--89/18) / BLDSC ...

Inconsistently modelling consistency

Hey, J.D.
Martina, R
York Univ. (United Kingdom). Dept. of Economics and Related Studies

SIGLEAvailable from British Library Lending Division - LD:3597.874(105) / BLDSC - British Library Do...

Parametric estimation under long-range dependence

Robinson, P.M.
Giraitis, L.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/416) / BLDSC - British Li...

A reflecting property of M-estimators

Chesher, A
Bristol Univ. (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--90/282) / BLDSC - ...

Exact Gaussian maximum likelihood and simulation for regularly-spaced observations with Gaussian correlations

Martin, R.
Sheffield Univ. (United Kingdom). School of Mathematics and Statistics, Probability and Statistics Section

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:7769.0861(481/98) / BLDSC - British L...

Conditional maximum likelihood estimation of dynamic panel data models

Kruiniger, H.
University Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.7738(98-04) / BLDSC - British Li...

Testing the constancy of regression estimators

Loynes, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

Available from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--452/95) / BLDSC - Bri...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

On the density of the maximum likelihood estimator

Hillier, G.
Armstrong, M.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9645) / BLDSC - British Libr...

Consistency of Maximum Likelihood Estimators When Observations Are Dependent

Heijmans, R
Magnus, J

September 2019

Wald's (1949) classical consistency theorem (which proves strong consistency of the maximum likeliho...

Consistent maximum likelihood estimation of the nonlinear regression model with normal errors

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25296(Consistent) / BLDSC - British Lib...

Some practical issues in maximum simulated likelihood

Hajivassiliou, V.A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/340) / BLDSC - British Li...

Consistent choice and falsifiability of the maximization hypothesis

Dasgupta, I.
Kumar, S.
Pattanaik, P.K.
Nottingham Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(99/17) / BLDSC - British L...

CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE

Heijmans, Risto
Magnus, Jan

September 2019

These seems to be almost universal consensus among econometricians that the method of maximum likeli...

Why you may need not worry about finite sample bias in simulated maximum likelihood estimation

Schuermann, T.
Weeks, M.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 94/18) / BLDSC - Britis...

Notes on the use of the empirical Fisher information matrix in maximum likelihood estimation

Scott, A
Lancaster Univ. (United Kingdom). Statistics Group

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.5468(LU-SG-RRS--89/18) / BLDSC ...

Inconsistently modelling consistency

Hey, J.D.
Martina, R
York Univ. (United Kingdom). Dept. of Economics and Related Studies

SIGLEAvailable from British Library Lending Division - LD:3597.874(105) / BLDSC - British Library Do...

Parametric estimation under long-range dependence

Robinson, P.M.
Giraitis, L.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/416) / BLDSC - British Li...

A reflecting property of M-estimators

Chesher, A
Bristol Univ. (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--90/282) / BLDSC - ...

Exact Gaussian maximum likelihood and simulation for regularly-spaced observations with Gaussian correlations

Martin, R.
Sheffield Univ. (United Kingdom). School of Mathematics and Statistics, Probability and Statistics Section

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:7769.0861(481/98) / BLDSC - British L...

Conditional maximum likelihood estimation of dynamic panel data models

Kruiniger, H.
University Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.7738(98-04) / BLDSC - British Li...

Testing the constancy of regression estimators

Loynes, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

Available from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--452/95) / BLDSC - Bri...

On the consistency of the maximum likelihood estimator with dependent observations

Abstract

Extracted data

On the consistency of the maximum likelihood estimator with dependent observations

Abstract

Extracted data

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