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zbMath0643.90015MaRDI QIDQ3786246

Giorgio Calzolari, Lorenzo Panattoni

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hessian approximations Newton-like methods Monte Carlo experiments econometric models gradient approach full-information maximum likelihood estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Methods of reduced gradient type (90C52)

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The behavior of trust-region methods in FIML-estimation ⋮ Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model

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