Academic literature on the topic 'Poisson pseudo-maximum likelihood estimator'

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Journal articles on the topic "Poisson pseudo-maximum likelihood estimator"

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Jumamyradov, Maksat, and Murat K. Munkin. "Biases in Maximum Simulated Likelihood Estimation of Bivariate Models." Journal of Econometric Methods 11, no. 1 (2021): 55–70. http://dx.doi.org/10.1515/jem-2021-0003.

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Abstract This paper finds that the maximum simulated likelihood (MSL) estimator produces substantial biases when applied to the bivariate normal distribution. A specification of the random parameter bivariate normal model is considered, in which a direct comparison between the MSL and maximum likelihood (ML) estimators is feasible. The analysis shows that MSL produces biased results for the correlation parameter. This paper also finds that the MSL estimator is biased for the bivariate Poisson-lognormal model, developed by Munkin and Trivedi (1999. “Simulated Maximum Likelihood Estimation of Mu
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Mohammed Alomari, Huda. "Bayes Estimations for Parameter of the Poisson distribution with Progressive Schemes." Academic Journal of Applied Mathematical Sciences, no. 102 (October 9, 2024): 14–23. https://doi.org/10.32861/ajams.10.2.14.23.

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This study introduces maximum likelihood and Bayesian approaches to Poisson parameter estimation using posterior distribution. I discuss three types of loss functions: the asymmetric linear exponential loss function, non-linear exponential loss function, and squared error loss function. Their performance is compared with the maximum likelihood estimator using mean squared error (MSE) as the test criterion. The proposed method with the classical estimator (maximum likelihood estimator) is better than that with the non-classical estimators for point estimation with different sample sizes. Maximu
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Islamov, Bakhtiyor, and Munisa Turdibaeva. "ECONOMETRIC ESTIMATION OF THE GRAVITY MODEL OF EXPORTS: A CASE OF THE REPUBLIC OF UZBEKISTAN." Economics and Education 24, no. 3 (2023): 510–17. http://dx.doi.org/10.55439/eced/vol24_iss3/a81.

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In this article, the authors critically analyze the existing econometric approaches to estimating gravity models of exports from the point of view of solving such problems as taking into account zero observations, bias, inconsistency and inefficiency of estimates. As a result, the authors come to the conclusion that the method of Poisson pseudo-maximum-likelihood estimation (Poisson pseudo-maximum-likelihood, PPML) is the most preferable method for estimating the gravity export model of the Republic of Uzbekistan.
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Santos Silva, J. M. C., and Silvana Tenreyro. "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator." Economics Letters 112, no. 2 (2011): 220–22. http://dx.doi.org/10.1016/j.econlet.2011.05.008.

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Recalde, María Luisa, Marcelo Florensa, and Ivan Iturralde. "Gravity Equation and Trade Agreements: A Different Econometric Approach." Revista de Economía y Estadística 46, no. 2 (2008): 83–103. http://dx.doi.org/10.55444/2451.7321.2008.v46.n2.3853.

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This paper is aimed at multiplicatively estimating the parameters of the gravity equation by using the Poisson Pseudo-Maximum-Likelihood (PPML) estimator, and taking heteroskedasticity into account at the same time. Besides, in order to compare the results, the model will be estimated trough OLS and Tobit, and the precision of the different estimators will be assessed by a set of specification tests. Results indicate that the effects of Preferential Trade Agreements are very sensitive to the method chosen to estimate the gravity model and the results obtained under PPML are the most reliable.
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Youssef, Ahmed Hassen, Mohamed Reda Abonazel, and Elsayed G. Ahmed. "Robust M Estimation for Poisson Panel Data Model with Fixed Effects: Method, Algorithm, Simulation, and Application." Statistics, Optimization & Information Computing 12, no. 5 (2024): 1292–305. http://dx.doi.org/10.19139/soic-2310-5070-1996.

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The fixed effects Poisson (FEP) model is one of the most important for the count data when the data containperiods and cross-sectional units. The maximum likelihood (ML) estimation method for the FEP model provides good results in the absence of outliers, but it is affected by outliers. So, we introduce in this paper robust estimators for the FEP model. These estimators yield stable and good results in case of the presence of outliers. The Monte Carlo simulation study and empirical application were conducted to assess the performance of the non-robust fixed Poisson maximum likelihood (FPML) es
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Pfaffermayr, Michael. "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models." International Economics 161 (May 2020): 188–98. http://dx.doi.org/10.1016/j.inteco.2019.11.014.

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O. E., Obodo,, and Umeh, E. U. "Assessing the Variance of Maximum Likelihood Estimates for Truncated Pseudo-Lindley Poisson Distribution: A Simulation-Based Approach." African Journal of Mathematics and Statistics Studies 8, no. 2 (2025): 67–84. https://doi.org/10.52589/ajmss-55e9rvcv.

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This paper introduces a new lifetime probability distribution called the Truncated Pseudo-Lindley-Poisson Distribution (TPLPD), which generalises the Pseudo-Lindley Distribution and the Poisson distribution. The distribution is a flexible distribution used to model count data with varying degrees of dispersion. This study also investigates the performance of Maximum Likelihood Estimation (MLE) for estimating the parameters of the Truncated Pseudo Lindley Poisson Distribution (TPLPD) through a simulation-based approach. The variance of MLE estimates is assessed under various sample sizes and pa
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Fauziah, Ghina, and Siti Sunendiari. "Estimasi Pseudo Poisson Maximum Likelihood untuk Mengatasi Masalah dalam Model Log-Linear pada Kasus Kusta di Jawa Barat Tahun 2018." Jurnal Riset Statistika 1, no. 1 (2021): 57–62. http://dx.doi.org/10.29313/jrs.v1i1.147.

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Abstract. Poisson regression is a statistical method used to analyze the relationship between the response variable and the predictor variable where the data from the response variable is in the form of count data and follows the Poisson distribution. Poisson regression is used to model rare or rare events, so that the response variable is very likely to have a value of zero. Poisson regression is a regression model whose response variable is non-negative. Usually, this model fits the linear regression applied to the log-transformed response variable. However, when the response variable data h
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Santos, José António, and M. Manuela Neves. "A local maximum likelihood estimator for Poisson regression." Metrika 68, no. 3 (2007): 257–70. http://dx.doi.org/10.1007/s00184-007-0156-1.

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Dissertations / Theses on the topic "Poisson pseudo-maximum likelihood estimator"

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Top, Alioune. "Estimation paramétriques et tests d'hypothèses pour des modèles avec plusieurs ruptures d'un processus de poisson." Thesis, Le Mans, 2016. http://www.theses.fr/2016LEMA1014/document.

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Ce travail est consacré aux problèmes d’estimation paramétriques, aux tests d’hypothèses et aux tests d’ajustement pour les processus de Poisson non homogènes.Tout d’abord on a étudié deux modèles ayant chacun deux sauts localisés par un paramètre inconnu. Pour le premier modèle la somme des sauts est positive. Tandis que le second a un changement de régime et constant par morceaux. La somme de ses deux sauts est nulle. Ainsi pour chacun de ces modèles nous avons étudié les propriétés asymptotiques de l’estimateur bayésien (EB) et celui du maximum de vraisemblance(EMV). Nous avons montré la co
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Inês, Mónica Sofia Inácio Duarte. "Econometric analysis of private medicines expenditure in Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2007. http://hdl.handle.net/10400.5/653.

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Mestrado em Econometria Aplicada e Previsão<br>The Portuguese National Health System states that access to health care should depend mainly on need. Conditional on need, access to pharmaceuticals should not depend on socio-economic factors such as income, social class, education or geographical factors such as the access to pharmacies. This study uses data from the last two waves of National Health Survey (1995/1996 and 1998/1999) and focuses on equity issues testing for the existence of insurance inequalities, income-related and pharmacies density related inequalities. A two-part model was ad
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Oberhofer, Harald, and Michael Pfaffermayr. "Estimating the Trade and Welfare Effects of Brexit: A Panel Data Structural Gravity Model." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6020/1/wp259.pdf.

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This paper proposes a new panel data structural gravity approach for estimating the trade and welfare effects of Brexit. The suggested Constrained Poisson Pseudo Maximum Likelihood Estimator exhibits some useful properties for trade policy analysis and allows to obtain estimates and confidence intervals which are consistent with structural trade theory. Assuming different counterfactual post-Brexit scenarios, our main findings suggest that UKs (EUs) exports of goods to the EU (UK) are likely to decline within a range between 7.2% and 45.7% (5.9% and 38.2%) six years after the Brexit has taken
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IANNACE, MAURO. "COGARCH processes: theory and asymptotics for the pseudo-maximum likelihood estimator." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2014. http://hdl.handle.net/10281/55528.

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COGARCH processes are Lévy driven continuous time version of well known GARCH models for modeling high-fequency financial returns. We firstly discuss the properties about Lévy processes such as symmetric and asymmetric COGARCH models. These results are prerequisites to draw statistical inference from irregularly spaced observations. In particular, we focus on the pseudo-maximum likelihood method in order to extend some asymptotic results to the asymmetric model.
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Villanueva-Morales, Antonio. "Modified pseudo-likelihood estimation for Markov random fields with Winsorized Poisson conditional distributions." [Ames, Iowa : Iowa State University], 2008.

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Ahmad, Ali. "Contribution à l'économétrie des séries temporelles à valeurs entières." Thesis, Lille 3, 2016. http://www.theses.fr/2016LIL30059/document.

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Dans cette thèse, nous étudions des modèles de moyennes conditionnelles de séries temporelles à valeurs entières. Tout d’abord, nous proposons l’estimateur de quasi maximum de vraisemblance de Poisson (EQMVP) pour les paramètres de la moyenne conditionnelle. Nous montrons que, sous des conditions générales de régularité, cet estimateur est consistant et asymptotiquement normal pour une grande classe de modèles. Étant donné que les paramètres de la moyenne conditionnelle de certains modèles sont positivement contraints, comme par exemple dans les modèles INAR (INteger-valued AutoRegressive) et
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Greer, Brandi A. Young Dean M. "Bayesian and pseudo-likelihood interval estimation for comparing two Poisson rate parameters using under-reported data." Waco, Tex. : Baylor University, 2008. http://hdl.handle.net/2104/5283.

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GHOLAMI, MAHDI. "Essays in Applied Economics: Disease Outbreaks and Gravity Model Approach to Bovines movement network in Italy." Doctoral thesis, Università di Siena, 2017. http://hdl.handle.net/11365/1005912.

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Generally, the movement of cattle within any country including Italy is very essential to the economics of livestock industry. However, this transmission can also carry and spread the risk of contracting the disease (infectious diseases) by other cattle in various geographical areas. For example, this pattern of animal movements brought about an outbreak of foot-and-mouth infectious disease throughout the UK in 2001. Also as Taylor et. al (2001) mentioned that these diseases can give rise to the productivity decline and even can lead to some threats to human health. Therefore, to reduce the
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Marchildon, Miguel. "An Application of the Gravity Model to International Trade in Narcotics." Thesis, Université d'Ottawa / University of Ottawa, 2018. http://hdl.handle.net/10393/37258.

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The transnational traffic of narcotics has had undeniable impacts on international development, for instance, stagnant economic growth in Myanmar (Chin, 2009), unsustainable agricultural practices in Yemen (Robins, 2016), and human security threats in Columbia (Thoumi, 2013). Furthermore, globalization is a catalyst for the transnational narcotics traffic (Robins, 2016; Aas, 2007; Kelly, Maghan & Serio, 2005). Several qualitative studies exist on the transnational narcotics traffic, yet few quantitative studies examine the issue. There is thus an opportunity for novel quantitative studies on t
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Salasar, Luis Ernesto Bueno. "O processo de Poisson estendido e aplicações." Universidade Federal de São Carlos, 2007. https://repositorio.ufscar.br/handle/ufscar/4509.

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Made available in DSpace on 2016-06-02T20:05:59Z (GMT). No. of bitstreams: 1 DissLEBS.pdf: 1626270 bytes, checksum: c18112f89ed0a1eea09a198885cf2c2c (MD5) Previous issue date: 2007-06-14<br>Financiadora de Estudos e Projetos<br>Abstract In this dissertation we will study how extended Poisson process can be applied to construct discrete probabilistic models. An Extended Poisson Process is a continuous time stochastic process with the state space being the natural numbers, it is obtained as a generalization of homogeneous Poisson process where transition rates depend on the current state of th
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Books on the topic "Poisson pseudo-maximum likelihood estimator"

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Shepherd, Ben, and Jean-François Arvis. The Poisson Quasi-Maximum Likelihood Estimator : A Solution to the “Adding Up” Problem in Gravity Models. Taylor and Francis, 2012. https://doi.org/10.1596/13363.

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Bispo, Scarlett Queen Almeida, Fernanda Aparecida Silva, Michelle Márcia Viana Martins, Marcelo José Nonnenberg, and Ruan da Silva Vianna. Texto para Discussão 2962. Instituto de Pesquisa Econômica Aplicada (Ipea), 2024. http://dx.doi.org/10.38116/td2962-port.

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Os requisitos de rastreabilidade têm como objetivo proteger a saúde dos consumidores, prevenir a disseminação de produtos adulterados ou perigosos e facilitar a identificação dos bens em investigações de recall. O propósito desta pesquisa é identificar o efeito comercial das medidas não tarifárias (MNTs) de rastreabilidade compartilhadas entre 53 países exportadores e 58 importadores, para 2.081 produtos agropecuários e três setores específicos: frutas, carnes e pescados. Para isso, é utilizado o modelo gravitacional estrutural, a partir do estimador de Poisson pseudo maximum likelihood (PPML)
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Book chapters on the topic "Poisson pseudo-maximum likelihood estimator"

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LeSage, James P., and Esra Satici. "A Bayesian Spatial Interaction Model Variant of the Poisson Pseudo-Maximum Likelihood Estimator." In Advances in Spatial Science. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30196-9_7.

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Li, Xin-tong, Fatemeh Mokhtarzadeh, and G. Cornelisvan Kooten. "Softwood lumber trade and trade restrictions: gravity model." In International trade in forest products: lumber trade disputes, models and examples. CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0142.

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Abstract A gravity trade model can be used to determine the effects of policy on bilateral trade flows. The gravity model is initially explained and then used to determine the effect that U.S. tariffs have on softwood lumber (SWL) imports from Canada, using information from the 2006 Softwood Lumber Agreement. Quarterly data for seven Canadian and three U.S. regions for the period 2007-2017 are used to estimate a gravity model of SWL trade. The model is subsequently expanded to include Japan and China as separate regions, and then as a combined China-Japan region. The model is estimated using O
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Li, Xin-tong, Fatemeh Mokhtarzadeh, and G. Cornelisvan Kooten. "Softwood lumber trade and trade restrictions: gravity model." In International trade in forest products: lumber trade disputes, models and examples. CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0007.

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Abstract A gravity trade model can be used to determine the effects of policy on bilateral trade flows. The gravity model is initially explained and then used to determine the effect that U.S. tariffs have on softwood lumber (SWL) imports from Canada, using information from the 2006 Softwood Lumber Agreement. Quarterly data for seven Canadian and three U.S. regions for the period 2007-2017 are used to estimate a gravity model of SWL trade. The model is subsequently expanded to include Japan and China as separate regions, and then as a combined China-Japan region. The model is estimated using O
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Seymour, Lynne. "Estimating the Variance of the Maximum Pseudo-Likelihood Estimator." In Institute of Mathematical Statistics Lecture Notes - Monograph Series. Institute of Mathematical Statistics, 2001. http://dx.doi.org/10.1214/lnms/1215090696.

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Mlinaric, Danijel, Hrvoje Josic, and Cindy Thompson. "Investigating the Effect of Diplomatic Representation on Trade." In Research Anthology on Macroeconomics and the Achievement of Global Stability. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-6684-7460-0.ch089.

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Economic diplomacy is an unavoidable tool for improving economic standards, and it needs to be an important instrument for policy makers in stimulating international trade and supporting domestic firms. This chapter analyses the impact of economic diplomacy on bilateral trade flows in Croatia in the period from 1992 to 2017. The authors use an applied gravity model of trade by employing fixed effects model (FE), random effects model (RE), and pseudo Poisson maximum likelihood (PPML) estimator. PPML estimator takes into count zero trade flows because estimating zero trade flows with OLS estimat
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Mlinaric, Danijel, Hrvoje Josic, and Cindy Thompson. "Investigating the Effect of Diplomatic Representation on Trade." In Bridging Microeconomics and Macroeconomics and the Effects on Economic Development and Growth. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-4933-9.ch010.

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Economic diplomacy is an unavoidable tool for improving economic standards, and it needs to be an important instrument for policy makers in stimulating international trade and supporting domestic firms. This chapter analyses the impact of economic diplomacy on bilateral trade flows in Croatia in the period from 1992 to 2017. The authors use an applied gravity model of trade by employing fixed effects model (FE), random effects model (RE), and pseudo Poisson maximum likelihood (PPML) estimator. PPML estimator takes into count zero trade flows because estimating zero trade flows with OLS estimat
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Kiziltan, Anna. "Do Trade Creation and Trade Diversion Effects Differ Due to the Income Levels of Countries in the Era of Globalization?" In Handbook of Research on Challenges in Public Economics in the Era of Globalization. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-7998-9083-6.ch020.

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This chapter applies the gravity model approach to examine the trade creation and trade diversion effects in terms of total trade, export, and import for 86 countries over 1994-2018. To evaluate the possible difference between countries, the analyzing sample is divided into three groups: high income, upper middle, and lower middle income countries. Therefore, specific for each income level group, trade creation and trade diversion effects are estimated by Poisson pseudo maximum likelihood estimator. Moreover, along with this, the trade potential for each group and even for each country is calc
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Mignamissi, Dieudonné. "The Dynamic Effects of Monetary Arrangements on Bilateral Trade in the African Franc Zone." In Global Market and Trade. IntechOpen, 2023. http://dx.doi.org/10.5772/intechopen.108393.

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In this chapter, I estimate the dynamic effects of the sharing of the CFA franc on bilateral exports of member countries of the African Franc Zone (AFZ), distinguishing the results according to its two monetary unions, namely the Central African Economic and Monetary Community (CAEMC) and West African Economic and Monetary Union (WAEMU). While the overall and average effects are well identified in the recent literature, no study has focused on the dynamic effects of monetary integration in Africa. Using data from the World Bank, UNCTAD, and CEPII, I adopt a gravity specification estimated by o
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Ari, Yakup. "Continuous Autoregressive Moving Average Models." In Methodologies and Applications of Computational Statistics for Machine Intelligence. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-7701-1.ch007.

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The financial time series have a high frequency and the difference between their observations is not regular. Therefore, continuous models can be used instead of discrete-time series models. The purpose of this chapter is to define Lévy-driven continuous autoregressive moving average (CARMA) models and their applications. The CARMA model is an explicit solution to stochastic differential equations, and also, it is analogue to the discrete ARMA models. In order to form a basis for CARMA processes, the structures of discrete-time processes models are examined. Then stochastic differential equati
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Arı, Yakup. "COGARCH Models." In Emerging Applications of Differential Equations and Game Theory. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-0134-4.ch005.

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In this chapter, the features of a continuous time GARCH (COGARCH) process is discussed since the process can be applied as an explicit solution for the stochastic differential equation which is defined for the volatility of unequally spaced time series. COGARCH process driven by a Lévy process is an analogue of discrete time GARCH process and is further generalized to solutions of Lévy driven stochastic differential equations. The Compound Poisson and Variance Gamma processes are defined and used to derive the increments for the COGARCH process. Although there are various parameter estimation
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Conference papers on the topic "Poisson pseudo-maximum likelihood estimator"

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Steinhauser, Dušan, and Lucia Khúlová. "The Impact of Logistics Performance on Countries' Export Growth: A Global Gravity Approach." In 25th International Joint Conference Central and Eastern Europe in the Changing Business Environment. Vydavateľstvo EKONÓM, 2025. https://doi.org/10.53465/ceecbe.2025.9788022552257.328-339.

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This study deals with defining the link between logistics performance scores (LPI index) and export growth. The main aim of the paper is to evaluate the influence of logistics performance on the expansion of countries' exports, utilising the LPI index and its components, such as infrastructure quality, ability to track and trace consignments, ease of arranging competitively priced shipments, or efficiency of the customs clearance process. Poisson pseudo-maximum likelihood estimators with fixed effects were used to estimate gravity models as the core method of application. The results of the re
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Al-Malk, Afnan, Jean-Francois Maystadt, and Maurizio Zanardi. "The Gravity of Distance: Evidence from a Trade Embargo." In Qatar University Annual Research Forum & Exhibition. Qatar University Press, 2021. http://dx.doi.org/10.29117/quarfe.2021.0171.

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On June 5, 2017, an airspace blockade was imposed on the State of Qatar by four of its neighbors: Saudi Arabia, Bahrain, United Arab Emirates, and Egypt. We study the exogenous increase in air transportation costs with non-blockading countries to examine the effect of increased travel distance on bilateral trade. Based on a gravity model estimated with a Poisson pseudo-maximum likelihood, we find a distance elasticity of trade between -0.3 and -0.5. Our findings revise downwards cross-sectional estimates of the distance elasticity of trade and confirm more recent estimates exploiting similar t
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Diz-Rosales, Naomi, María José Lombardía, and Domingo Morales. "Mapping the Poverty Proportion in Small Areas under Random Regression Coefficient Poisson Models." In Congreso XoveTIC: impulsando el talento científico (6º. 2023. A Coruña). Servizo de Publicacions. Universidade da Coruña, 2023. http://dx.doi.org/10.17979/spudc.000024.18.

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In a complex socio-economic context, policy makers need highly disaggregated poverty indicators. In this work, we develop a methodology in small area estimation to derive predictors of poverty proportions under a random regression coefficient Poisson model, introducing bootstrap estimators of mean squared errors. Maximum likelihood estimators of model parameters and random effects mode predictors are calculated using a Laplace approximation algorithm. Simulation experiments are conducted to investigate the behaviour of the fitting algorithm, the predictors and the mean squared error estimator.
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Makrevska Disoska, Elena, Irena Kikerkova, Katerina Toshevska – Trpchevska, and Jasna Tonovska. "Exploring the Drivers and Constraints in Intra-EU Trade." In 7th International Scientific Conference – EMAN 2023 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/eman.s.p.2023.61.

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The objective of this paper is to explore the factors that stimulate trade among EU countries and pinpoint areas that require improvement to foster a further increase in trade intensity within the region. The focus is on the effect of aggregate trade restrictions, which are based on the nov­el indicator Measure of Aggregate Trade Restrictions (MATR), developed by the IMF. The empirical analysis consists of the estimation of a gravity panel model for the 28 EU member countries (including Great Britain) for the peri­od from 1999-2020, by implementing both Ordinary least squares (OLS) and Poisson
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Winick, Kim A. "Cramer-Rao lower bounds on the performance of CCD optical position estimators." In OSA Annual Meeting. Optica Publishing Group, 1986. http://dx.doi.org/10.1364/oam.1986.fi2.

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The problem of optically estimating an object’s position using a charge coupled device (CCD) array composed of square pixels Δx on a side is analyzed. The object’s image spot at the CCD is assumed to have a Gaussian intensity profile with a 1/e point at a radial distance of 2 σ s from the peak, and the CCD noise is modeled as Poisson distributed dark current shot noise. A 2-D Cramer-Rao bound is developed and used to determine a lower limit for the mean-square error of any unbiased position estimator, and the maximum likelihood estimator is also derived. For the 1-D position estimation problem
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Barmherzig, David A., and Michael Eickenberg. "Low-photon holographic phase retrieval with Poisson-Gaussian denoising." In Computational Optical Sensing and Imaging. Optica Publishing Group, 2022. http://dx.doi.org/10.1364/cosi.2022.cm2a.5.

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A practical algorithm is presented for low-photon holographic phase retrieval given measurements corrupted by Poisson-Gaussian noise. This framework utilizes a maximum likelihood estimation method which can be enhanced via a deep decoder neural network.
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Randell, David, Elena Zanini, Michael Vogel, Kevin Ewans, and Philip Jonathan. "Omnidirectional Return Values for Storm Severity From Directional Extreme Value Models: The Effect of Physical Environment and Sample Size." In ASME 2014 33rd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/omae2014-23156.

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Ewans and Jonathan [2008] shows that characteristics of extreme storm severity in the northern North Sea vary with storm direction. Jonathan et al. [2008] demonstrates, when directional effects are present, that omnidirectional return values should be estimated using a directional extreme value model. Omnidirectional return values so calculated are different in general to those estimated using a model which incorrectly assumes stationarity with respect to direction. The extent of directional variability of extreme storm severity depends on a number of physical factors, including fetch variabil
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Seifert, Jacob, Yifeng Shao, Rens van Dam, Dorian Bouchet, Tristan van Leeuwen, and Allard Mosk. "Maximum-likelihood estimation in ptychography in the presence of Poisson-Gaussian noise statistics." In Computational Optics 2024, edited by Daniel G. Smith and Andreas Erdmann. SPIE, 2024. http://dx.doi.org/10.1117/12.3029461.

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Jonathan, Philip, and Kevin Ewans. "Modelling the Seasonality of Extreme Waves in the Gulf of Mexico." In ASME 2008 27th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2008. http://dx.doi.org/10.1115/omae2008-57131.

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Statistics of storm peaks over threshold depend typically on a number of covariates including location, season and storm direction. Here, a non-homogeneous Poisson model is adopted to characterise storm peak events with respect to season for two Gulf of Mexico locations. The behaviour of storm peak significant wave height over threshold is characterised using a generalised Pareto model, the parameters of which vary smoothly with season using a Fourier form. The rate of occurrence of storm peaks is also modelled using a Poisson model with rate varying with season. A seasonally-varying extreme v
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Song, Yanxing, Jingsong Yang, Lina Cheng, and Shucong Liu. "Study of an image restoration method based on Poisson-maximum likelihood estimation method for earthquake ruin scene." In 7th International Symposium on Advanced Optical Manufacturing and Testing Technologies (AOMATT 2014), edited by Yadong Jiang, Junsheng Yu, and Bernard Kippelen. SPIE, 2014. http://dx.doi.org/10.1117/12.2067775.

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Reports on the topic "Poisson pseudo-maximum likelihood estimator"

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Ramizo, Dorothea M., and Akiko Terada–Hagiwara. Impact of Nontariff Measures and Border Crossing Time and Costs: The Case of Perishable Goods Trade in the Central Asia Regional Economic Cooperation Region. Asian Development Bank, 2023. http://dx.doi.org/10.22617/wps230549-2.

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This paper explores the impact of at-the-border and behind-the-border measures on intraregional trade in perishable goods within the Central Asia Regional Economic Cooperation region. It presents empirical evidence that behind-the-border measures create more opportunities to improve intraregional trade in these goods. The authors used a Poisson Pseudo Maximum Likelihood estimation technique in a gravity model. Structural reforms in trade facilitation should consider enhancing sanitary and phytosanitary laboratories, aligning regulations with international standards, simplifying documentation,
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Chaffa, Lucien, Martin Trépanier, and Thierry Warin. Beyond PPML: Exploring Machine Learning Alternatives for Gravity Model Estimation in International Trade. CIRANO, 2025. https://doi.org/10.54932/bfky4995.

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This study investigates the potential of machine learning (ML) methods to enhance the estimation of the gravity model, a cornerstone of international trade analysis that explains trade flows based on economic size and distance. Traditionally estimated using methods such as the Poisson Pseudo Maximum Likelihood (PPML) approach, gravity models often struggle to fully capture nonlinear relationships and intricate interactions among variables. Leveraging data from Canada and the US, one of the largest bilateral trading relationships in the world, this paper conducts a comparative analysis of tradi
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Goodman, D. Maximum likelihood estimation with poisson (counting) statistics for waste drum inspection. Office of Scientific and Technical Information (OSTI), 1997. http://dx.doi.org/10.2172/632788.

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Bouezmarni, Taoufik, Mohamed Doukali, and Abderrahim Taamouti. Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO, 2022. http://dx.doi.org/10.54932/mtkj3339.

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COVID-19 has created an unprecedented global health crisis that caused millions of infections and deaths worldwide. Many, however, argue that pre-existing social inequalities have led to inequalities in infection and death rates across social classes, with the most-deprived classes are worst hit. In this paper, we derive semi/non-parametric estimators of Health Concentration Curve (HC) that can quantify inequalities in COVID-19 infections and deaths and help identify the social classes that are most at risk of infection and dying from the virus. We express HC in terms of copula function that w
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