A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Rothenberg, Thomas J, 1971. "Identification in Parametric Models," Econometrica, Econometric Society, vol. 39(3), pages 577-591, May.
- Neuenschwander, Beat E. & Flury, Bernard D., 1997. "A note on Silvey's (1959) Theorem," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 307-317, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Iliopoulos, G. & Kateri, M. & Ntzoufras, I., 2007. "Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4643-4655, May.
- Lu, Cheng & Teng, Da & Chen, Jun-Yu & Fei, Cheng-Wei & Keshtegar, Behrooz, 2023. "Adaptive vectorial surrogate modeling framework for multi-objective reliability estimation," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Nguimkeu, Pierre & Denteh, Augustine & Tchernis, Rusty, 2019.
"On the estimation of treatment effects with endogenous misreporting,"
Journal of Econometrics, Elsevier, vol. 208(2), pages 487-506.
- Pierre Nguimkeu & Augustine Denteh & Rusty Tchernis, 2017. "On the Estimation of Treatment Effects with Endogenous Misreporting," NBER Working Papers 24117, National Bureau of Economic Research, Inc.
- Pierre Nguimkeu & Augustine Denteh & Rusty Tchernis, 2018. "On the Estimation of Treatment Effects with Endogenous Misreporting," Working Papers 2018-019, Human Capital and Economic Opportunity Working Group.
- Nguimkeu, Pierre & Denteh, Augustine & Tchernis, Rusty, 2018. "On the Estimation of Treatment Effects with Endogenous Misreporting," IZA Discussion Papers 11426, Institute of Labor Economics (IZA).
- Kocięcki, Andrzej & Kolasa, Marcin, 2023.
"A solution to the global identification problem in DSGE models,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Andrzej Kocięcki & Marcin Kolasa, 2022. "A solution to the global identification problem in DSGE models," Working Papers 2022-01, Faculty of Economic Sciences, University of Warsaw.
- Andrzej Kocięcki & Marcin Kolasa, 2023. "A solution to the global identification problem in DSGE models," KAE Working Papers 2023-083, Warsaw School of Economics, Collegium of Economic Analysis.
- Carvalho Lopes, Celia Mendes & Bolfarine, Heleno, 2012. "Random effects in promotion time cure rate models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 75-87, January.
- Neusser, Klaus, 2016.
"A topological view on the identification of structural vector autoregressions,"
Economics Letters, Elsevier, vol. 144(C), pages 107-111.
- Klaus Neusser, 2016. "A Topological View on the Identification of Structural Vector Autoregressions," Diskussionsschriften dp1604, Universitaet Bern, Departement Volkswirtschaft.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio-Codina, 2020.
"Estimating the Production Function for Human Capital: Results from a Randomized Controlled Trial in Colombia,"
American Economic Review, American Economic Association, vol. 110(1), pages 48-85, January.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio Codina, 2015. "Estimating the production function for human capital: results from a randomized controlled trial in Colombia," IFS Working Papers W15/06, Institute for Fiscal Studies.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio Codina, 2020. "Estimating the production function for human capital: results from a randomized controlled trial in Colombia," IFS Working Papers W20/3, Institute for Fiscal Studies.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio Codina, 2018. "Estimating the production function for human capital: results from a randomized controlled trial in Colombia," IFS Working Papers W18/18, Institute for Fiscal Studies.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio Codina, 2017. "Estimating the production function for human capital: results from a randomized controlled trial in Colombia," IFS Working Papers W17/06, Institute for Fiscal Studies.
- Chrysanthos Dellarocas & Charles A. Wood, 2008. "The Sound of Silence in Online Feedback: Estimating Trading Risks in the Presence of Reporting Bias," Management Science, INFORMS, vol. 54(3), pages 460-476, March.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014.
"Local Identification of Nonparametric and Semiparametric Models,"
Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Tarpey, Thaddeus, 2000. "Parallel Principal Axes," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 295-313, November.
- Naimoli, Antonio & Storti, Giuseppe, 2019.
"Heterogeneous component multiplicative error models for forecasting trading volumes,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1332-1355.
- Naimoli, Antonio & Storti, Giuseppe, 2019. "Heterogeneous component multiplicative error models for forecasting trading volumes," MPRA Paper 93802, University Library of Munich, Germany.
- Daeyoung Kim & Bruce Lindsay, 2015. "Empirical identifiability in finite mixture models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 745-772, August.
- Andrew Chesher & Adam Rosen, 2015.
"Characterizations of identified sets delivered by structural econometric models,"
CeMMAP working papers
CWP63/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP44/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 44/16, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2015. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 63/15, Institute for Fiscal Studies.
- Zirogiannis, Nikolaos & Tripodis, Yorghos, 2013. "A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm," Working Paper Series 142752, University of Massachusetts, Amherst, Department of Resource Economics.
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
"On Identification of Bayesian DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
- Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute of Labor Economics (IZA).
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
- Abadir, Karim M. & Distaso, Walter, 2007.
"Testing joint hypotheses when one of the alternatives is one-sided,"
Journal of Econometrics, Elsevier, vol. 140(2), pages 695-718, October.
- K Abadir & W Distaso, "undated". "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
- M. Hashem Pesaran & Yongcheol Shin, 2002.
"Long-Run Structural Modelling,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
- Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Yongcheol Shin, 1999. "Long-Run Structural Modelling," Edinburgh School of Economics Discussion Paper Series 44, Edinburgh School of Economics, University of Edinburgh.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2017.
"Estimation of Heterogeneous Agent Models: A Likelihood Approach,"
CESifo Working Paper Series
6717, CESifo.
- Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020. "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers 42/2020, Deutsche Bundesbank.
- Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
- Luis Alvarez & Cristine Pinto & Vladimir Ponczek, 2022. "Homophily in preferences or meetings? Identifying and estimating an iterative network formation model," Papers 2201.06694, arXiv.org, revised Mar 2024.
- Matthew Read, 2023.
"Estimating the Effects of Monetary Policy in Australia Using Sign‐restricted Structural Vector Autoregressions,"
The Economic Record, The Economic Society of Australia, vol. 99(326), pages 329-358, September.
- Matthew Read, 2022. "Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions," RBA Research Discussion Papers rdp2022-09, Reserve Bank of Australia.
- Tito Belchior Silva Moreira & Benjamin Miranda Tabak & Mario Jorge Mendonça & Adolfo Sachsida, 2016. "An Evaluation of the Non-Neutrality of Money," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-20, March.
- repec:hal:spmain:info:hdl:2441/293qice3lj861rvos9ns14n0h0 is not listed on IDEAS
- Hsiao, Cheng & Fujiki, Hiroshi, 1998. "Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 57-79, May.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:45:y:2004:i:3:p:389-421. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.