Advanced Search
MyIDEAS: Login

Constrained Maximum Likelihood

Contents:

Author Info

  • Schoenberg, Ronald

Abstract

Constrained Maximum Likelihood (CML), developed at Aptech Systems, generates maximum likelihood estimates with general parametric constraints (linear or nonlinear, equality or inequality), using the sequential quadratic programming method. CML computes two classes of confidence intervals by inversion of the Wald and likelihood ratio statistics, and by simulation. The inversion techniques can produce misleading test sizes, but Monte Carlo evidence suggests this problem can be corrected under certain circumstances. Citation Copyright 1997 by Kluwer Academic Publishers.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://journals.kluweronline.com/issn/0927-7099/contents
Download Restriction: no

Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 10 (1997)
Issue (Month): 3 (August)
Pages: 251-66

as in new window
Handle: RePEc:kap:compec:v:10:y:1997:i:3:p:251-66

Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=100248
More information through EDIRC

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Feng, Guohua & Serletis, Apostolos, 2010. "Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 127-138, January.
  2. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. George Economides & Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2003. "Electoral Uncertainty, Fiscal Policies & Growth: Theory and Evidence from Germany, the UK and the US," CESifo Working Paper Series 1072, CESifo Group Munich.
  4. P. S. Sephton, 2000. "Financial analysis package for GAUSS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 433-438.
  5. Robert F. Engle & Aaron D. Smith, 1999. "Stochastic Permanent Breaks," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 553-574, November.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:10:y:1997:i:3:p:251-66. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).

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 references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.