@article{econhot_econhot-cited-e669616688eda73b,
  title = {MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY},
  author = {Søren Johansen and Katarina Jusélius},
  journal = {Oxford Bulletin of Economics and Statistics},
  year = {1990},
  volume = {52},
  number = {2},
  pages = {169-210},
  doi = {10.1111/j.1468-0084.1990.mp52002003.x},
  url = {https://doi.org/10.1111/j.1468-0084.1990.mp52002003.x}
}

@article{econhot_econhot-cited-2b972a1afc2fad9c,
  title = {Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models},
  author = {Simon N. Wood},
  journal = {Journal of the Royal Statistical Society Series B (Statistical Methodology)},
  year = {2010},
  volume = {73},
  number = {1},
  pages = {3-36},
  doi = {10.1111/j.1467-9868.2010.00749.x},
  url = {https://doi.org/10.1111/j.1467-9868.2010.00749.x}
}

@article{econhot_econhot-cited-cd5a134c7c7971fc,
  title = {Bias reduction of maximum likelihood estimates},
  author = {David R. Firth},
  journal = {Biometrika},
  year = {1993},
  volume = {80},
  number = {1},
  pages = {27-38},
  doi = {10.1093/biomet/80.1.27},
  url = {https://doi.org/10.1093/biomet/80.1.27}
}

@article{econhot_econhot-cited-da766239d2f4936d,
  title = {Maximum Likelihood Estimation of Misspecified Models},
  author = {Halbert White},
  journal = {Econometrica},
  year = {1982},
  volume = {50},
  number = {1},
  pages = {1},
  doi = {10.2307/1912526},
  url = {https://doi.org/10.2307/1912526}
}

@article{econhot_econhot-cited-f7a60551c13a429f,
  title = {Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances},
  author = {Tim Bollerslev and Jeffrey M. Wooldridge},
  journal = {Econometric Reviews},
  year = {1992},
  volume = {11},
  number = {2},
  pages = {143-172},
  doi = {10.1080/07474939208800229},
  url = {https://doi.org/10.1080/07474939208800229}
}

@article{econhot_econhot-cited-79a729e4bbfe40fb,
  title = {A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1},
  author = {Michael Osterwald‐Lenum},
  journal = {Oxford Bulletin of Economics and Statistics},
  year = {1992},
  volume = {54},
  number = {3},
  pages = {461-472},
  doi = {10.1111/j.1468-0084.1992.tb00013.x},
  url = {https://doi.org/10.1111/j.1468-0084.1992.tb00013.x}
}

@article{econhot_econhot-cited-971b045057345c46,
  title = {Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests under Nonstandard Conditions},
  author = {Steven G. Self and Kung‐Yee Liang},
  journal = {Journal of the American Statistical Association},
  year = {1987},
  volume = {82},
  number = {398},
  pages = {605-610},
  doi = {10.1080/01621459.1987.10478472},
  url = {https://doi.org/10.1080/01621459.1987.10478472}
}

@article{econhot_econhot-cited-14971fc2f63d1aa1,
  title = {Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems},
  author = {David A. Harville},
  journal = {Journal of the American Statistical Association},
  year = {1977},
  volume = {72},
  number = {358},
  pages = {320-338},
  doi = {10.1080/01621459.1977.10480998},
  url = {https://doi.org/10.1080/01621459.1977.10480998}
}

@article{econhot_econhot-cited-daf9f6adddd83766,
  title = {Quasi-likelihood functions, generalized linear models, and the Gauss—Newton method},
  author = {R. W. M. Wedderburn},
  journal = {Biometrika},
  year = {1974},
  volume = {61},
  number = {3},
  pages = {439-447},
  doi = {10.1093/biomet/61.3.439},
  url = {https://doi.org/10.1093/biomet/61.3.439}
}

@article{econhot_econhot-cited-70cbcc110f434746,
  title = {Pseudo Maximum Likelihood Methods: Theory},
  author = {Christian Gouriéroux and Alain Monfort and Alain Trognon},
  journal = {Econometrica},
  year = {1984},
  volume = {52},
  number = {3},
  pages = {681},
  doi = {10.2307/1913471},
  url = {https://doi.org/10.2307/1913471}
}

@article{econhot_econhot-cited-ff8c5bd97f977a89,
  title = {On the existence of maximum likelihood estimates in logistic regression models},
  author = {A. ALBERT and J. A. Anderson},
  journal = {Biometrika},
  year = {1984},
  volume = {71},
  number = {1},
  pages = {1-10},
  doi = {10.1093/biomet/71.1.1},
  url = {https://doi.org/10.1093/biomet/71.1.1}
}

@article{econhot_econhot-cited-87f5a155d6846085,
  title = {Maximum likelihood estimation of stationary univariate fractionally integrated time series models},
  author = {Fallaw Sowell},
  journal = {Journal of Econometrics},
  year = {1992},
  volume = {53},
  number = {1-3},
  pages = {165-188},
  doi = {10.1016/0304-4076(92)90084-5},
  url = {https://doi.org/10.1016/0304-4076(92)90084-5}
}

@article{econhot_econhot-cited-8707a186f679e51d,
  title = {Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models},
  author = {Lung‐fei Lee},
  journal = {Econometrica},
  year = {2004},
  volume = {72},
  number = {6},
  pages = {1899-1925},
  doi = {10.1111/j.1468-0262.2004.00558.x},
  url = {https://doi.org/10.1111/j.1468-0262.2004.00558.x}
}