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196,691
Maximum likelihood from incomplete data via the EM algorithm
- JOURNAL OF THE ROYAL STATISTICAL SOCIETY, SERIES B
, 1977
"... A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value situat ..."
Abstract
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Cited by 11972 (17 self)
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A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value
GENERAL EQUILIBRIUM MODEL
, 1983
"... The purpose of this paper is to explore thoroughly the effects of the change in factor supplies on outputs with commodity prices held constant and to disentangle the intri cate involvement between the roles of the factor intensities and factor substitution played in determining such Rybczynski effec ..."
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effects in the three-factor, two-good general equilibrium model. It turns out clearly that in place of the factor substitution relations in the cost function, the introduction of cooperative relations between different factors in the
COMPUTABLE GENERAL EQUILIBRIUM MODEL
, 2007
"... In this paper the global agricultural land use model KLUM is coupled to an extended version of the computable general equilibrium model (CGE) GTAP in order to consistently assess the integrated impacts of climate change on global cropland allocation and its implications for economic development. The ..."
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In this paper the global agricultural land use model KLUM is coupled to an extended version of the computable general equilibrium model (CGE) GTAP in order to consistently assess the integrated impacts of climate change on global cropland allocation and its implications for economic development
Distortions in General Equilibrium Models
"... General equilibrium models of the United States economy have grown much more realistic in the last few years (the late 1970s and early 1980s), becoming more disaggregated and using more recent and extensive data on differences in behavior among individual consumers and producers. Serious attempts ha ..."
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General equilibrium models of the United States economy have grown much more realistic in the last few years (the late 1970s and early 1980s), becoming more disaggregated and using more recent and extensive data on differences in behavior among individual consumers and producers. Serious attempts
General Equilibrium Model”
"... International trade data show that prices of differentiated manufactured goods barely moved in recent recessions, while declines in volumes for these goods were large. In contrast, price reductions greatly contributed to the adjustment in trade values for nondifferentiated manufacturers. I document ..."
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that similar patterns exist in U.S. domestic data on producer prices and industrial production for nondifferentiated and differentiated manufacturers. I use a two-country general equilibrium model with trade in nondifferentiated and differentiated goods to shed light on the reasons behind sectoral differences
The Irrelevance of Detail in and Computable General Equilibrium Model
- Economics Letters
, 1991
"... The irrelevance of detail in a computable general equilibrium model * ..."
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Cited by 10 (0 self)
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The irrelevance of detail in a computable general equilibrium model *
Affine general equilibrium models.
- Management Science
, 2006
"... Abstract No-arbitrage models are extremely flexible modelling tools, but often lack economic motivation. This paper describes an equilibrium consumption based CAPM framework based on Epstein-Zin preferences, which produces analytic pricing formulas for stocks and bonds under the assumption that mac ..."
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Cited by 20 (1 self)
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Abstract No-arbitrage models are extremely flexible modelling tools, but often lack economic motivation. This paper describes an equilibrium consumption based CAPM framework based on Epstein-Zin preferences, which produces analytic pricing formulas for stocks and bonds under the assumption
Simple general equilibrium modeling
- APPLIED METHODS FOR TRADE POLICY ANALYSIS: A HANDBOOK
, 1998
"... ..."
AN ESTIMATED STOCHASTIC DYNAMIC GENERAL EQUILIBRIUM MODEL OF THE EURO AREA
, 2002
"... This paper develops and estimates a stochastic dynamic general equilibrium (SDGE) model with sticky prices and wages for the euro area. The model incorporates various other features such as habit formation, costs of adjustment in capital accumulation and variable capacity utilisation. It is estimate ..."
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Cited by 363 (11 self)
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This paper develops and estimates a stochastic dynamic general equilibrium (SDGE) model with sticky prices and wages for the euro area. The model incorporates various other features such as habit formation, costs of adjustment in capital accumulation and variable capacity utilisation
Results 1 - 10
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196,691
