Using a likelihood perspective to sharpen econometric discourse: Three examples

DOI10.1016/S0304-4076(99)00046-9zbMath0954.62133WikidataQ127213099 ScholiaQ127213099MaRDI QIDQ1574225

Christopher A. Sims

Publication date: 18 February 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

trendsplineskernel regressionpanel datanonlinear regressionBayesiantime-series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Likelihood approach to dynamic panel models with interactive effects ⋮ Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective ⋮ Minimum distance approach to inference with many instruments ⋮ The fragility of standard inferential approaches in principal stratification models relative to direct likelihood approaches ⋮ Priors for the Long Run ⋮ Robust likelihood estimation of dynamic panel data models

Cites Work

• Understanding Unit Rooters: A Helicopter Tour
• Public Finance in Models of Economic Growth
• Hybrid Adaptive Splines
• Unnamed Item
• Unnamed Item
• Unnamed Item