TY  - JOUR
TI  - MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
AU  - Søren Johansen
AU  - Katarina Jusélius
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1990
VL  - 52
IS  - 2
DO  - 10.1111/j.1468-0084.1990.mp52002003.x
UR  - https://doi.org/10.1111/j.1468-0084.1990.mp52002003.x
ER  -


TY  - JOUR
TI  - Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
AU  - Simon N. Wood
JO  - Journal of the Royal Statistical Society Series B (Statistical Methodology)
PY  - 2010
VL  - 73
IS  - 1
DO  - 10.1111/j.1467-9868.2010.00749.x
UR  - https://doi.org/10.1111/j.1467-9868.2010.00749.x
ER  -


TY  - JOUR
TI  - Bias reduction of maximum likelihood estimates
AU  - David R. Firth
JO  - Biometrika
PY  - 1993
VL  - 80
IS  - 1
DO  - 10.1093/biomet/80.1.27
UR  - https://doi.org/10.1093/biomet/80.1.27
ER  -


TY  - JOUR
TI  - Maximum Likelihood Estimation of Misspecified Models
AU  - Halbert White
JO  - Econometrica
PY  - 1982
VL  - 50
IS  - 1
DO  - 10.2307/1912526
UR  - https://doi.org/10.2307/1912526
ER  -


TY  - JOUR
TI  - Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
AU  - Tim Bollerslev
AU  - Jeffrey M. Wooldridge
JO  - Econometric Reviews
PY  - 1992
VL  - 11
IS  - 2
DO  - 10.1080/07474939208800229
UR  - https://doi.org/10.1080/07474939208800229
ER  -


TY  - JOUR
TI  - A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
AU  - Michael Osterwald‐Lenum
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1992
VL  - 54
IS  - 3
DO  - 10.1111/j.1468-0084.1992.tb00013.x
UR  - https://doi.org/10.1111/j.1468-0084.1992.tb00013.x
ER  -


TY  - JOUR
TI  - Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests under Nonstandard Conditions
AU  - Steven G. Self
AU  - Kung‐Yee Liang
JO  - Journal of the American Statistical Association
PY  - 1987
VL  - 82
IS  - 398
DO  - 10.1080/01621459.1987.10478472
UR  - https://doi.org/10.1080/01621459.1987.10478472
ER  -


TY  - JOUR
TI  - Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
AU  - David A. Harville
JO  - Journal of the American Statistical Association
PY  - 1977
VL  - 72
IS  - 358
DO  - 10.1080/01621459.1977.10480998
UR  - https://doi.org/10.1080/01621459.1977.10480998
ER  -


TY  - JOUR
TI  - Quasi-likelihood functions, generalized linear models, and the Gauss—Newton method
AU  - R. W. M. Wedderburn
JO  - Biometrika
PY  - 1974
VL  - 61
IS  - 3
DO  - 10.1093/biomet/61.3.439
UR  - https://doi.org/10.1093/biomet/61.3.439
ER  -


TY  - JOUR
TI  - Pseudo Maximum Likelihood Methods: Theory
AU  - Christian Gouriéroux
AU  - Alain Monfort
AU  - Alain Trognon
JO  - Econometrica
PY  - 1984
VL  - 52
IS  - 3
DO  - 10.2307/1913471
UR  - https://doi.org/10.2307/1913471
ER  -


TY  - JOUR
TI  - On the existence of maximum likelihood estimates in logistic regression models
AU  - A. ALBERT
AU  - J. A. Anderson
JO  - Biometrika
PY  - 1984
VL  - 71
IS  - 1
DO  - 10.1093/biomet/71.1.1
UR  - https://doi.org/10.1093/biomet/71.1.1
ER  -


TY  - JOUR
TI  - Maximum likelihood estimation of stationary univariate fractionally integrated time series models
AU  - Fallaw Sowell
JO  - Journal of Econometrics
PY  - 1992
VL  - 53
IS  - 1-3
DO  - 10.1016/0304-4076(92)90084-5
UR  - https://doi.org/10.1016/0304-4076(92)90084-5
ER  -


TY  - JOUR
TI  - Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
AU  - Lung‐fei Lee
JO  - Econometrica
PY  - 2004
VL  - 72
IS  - 6
DO  - 10.1111/j.1468-0262.2004.00558.x
UR  - https://doi.org/10.1111/j.1468-0262.2004.00558.x
ER  -