Maximum-likelihood methods for meta-analysis: A tutorial using R

2015 ◽  
Vol 18 (3) ◽  
pp. 329-347 ◽  
Author(s):  
Jack L. Vevea ◽  
Kathleen M. Coburn
2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.


Econometrica ◽  
1984 ◽  
Vol 52 (3) ◽  
pp. 681 ◽  
Author(s):  
C. Gourieroux ◽  
A. Monfort ◽  
A. Trognon

2002 ◽  
Vol 502-503 ◽  
pp. 232-239 ◽  
Author(s):  
L.J. LeGore ◽  
R.H. Jackson ◽  
Z. Yang ◽  
P. Kleban ◽  
L.K. DeNoyer ◽  
...  

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