Concepedia

Likelihood Specification

Likelihood Specification is the formal process of defining the probability model that characterizes the distribution of observed data given a set of parameters, distinguishing it from prior assumptions and computational strategies in Bayesian inference.

13

Publications

1.1K

Citations

27

Authors

27

Institutions

Publications per year

2017–2026

4

Parents

Publications

13

Maximum Likelihood Specification Testing and Conditional Moment Tests

Whitney K. Newey · Econometrica · 1985 · 527 citations

, , +11

A dual-process specification of causal conditional reasoning

Niki Verschueren, Walter Schaeken, Géry d’Ydewalle · Thinking & Reasoning · 2005 · 126 citations

, , +12

Likelihood-based specification analysis of continuous-time models of the short-term interest rate

Garland Durham · Journal of Financial Economics · 2003 · 115 citations

, , +16

Informal likelihood measures in model assessment: Theoretic development and investigation

Paul J. Smith, Keith Beven, Jonathan A. Tawn · Advances in Water Resources · 2008 · 102 citations

, , +14

A score test for non‐nested hypotheses with applications to discrete data models

João Santos Silva · Journal of Applied Econometrics · 2001 · 37 citations

, , +16

1–5 of 13

Authors

27

  1. GK
    Gary Koop

    University of Strathclyde, United Kingdom

    2 publications · 44 citations

    2

    h-index

  2. MF
    Mark F. J. Steel

    University of Warwick, United Kingdom

    2 publications · 44 citations

    2

    h-index

  3. WB
    Wagner Barreto‐Souza

    Universidade Federal de Pernambuco, Brazil

    1 publications · 11 citations

    1

    h-index

  4. JS
    James S. McCabe

    Missouri University of Science and Technology, United States

    1 publications · 18 citations

    1

    h-index

  5. KB
    Keith Beven

    Lancaster University, United Kingdom

    1 publications · 102 citations

    1

    h-index

1–5 of 27

Institutions

27

  1. Tilburg University

    Tilburg, The Netherlands

    2 h-index

    3 publications

    74 citations

  2. Universidad Carlos III de Madrid

    Madrid, Spain

    2 h-index

    3 publications

    74 citations

  3. Barcelona School of Economics

    Barcelona, Spain

    1 h-index

    1 publications

    18 citations

  4. NOAA National Marine Fisheries Service Southwest Fisheries Science Center

    La Jolla, United States

    1 h-index

    1 publications

    29 citations

  5. Universitat Pompeu Fabra

    Barcelona, Spain

    1 h-index

    1 publications

    18 citations

  6. Scripps Institution of Oceanography

    La Jolla, United States

    1 h-index

    1 publications

    29 citations

  7. Centre de Recerca en Economia Internacional

    Barcelona, Spain

    1 h-index

    1 publications

    18 citations

  8. Lancaster University

    Lancaster, United Kingdom

    1 h-index

    3 publications

    306 citations

1–8 of 27

Venues

  1. Journal of Business and Economic Statistics

    JBES · 2 publications · 44 citations

    2

    h-index

  2. Journal of Financial Economics

    1 publications · 115 citations

    1

    h-index

  3. Econometrica

    1 publications · 527 citations

    1

    h-index

  4. Fisheries Research

    1 publications · 29 citations

    1

    h-index

  5. Journal of Applied Econometrics

    1 publications · 37 citations

    1

    h-index

1–5