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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Francq, Christian"
~person:"Sun, Yiguo"
~source:"econis"
~subject:"Panel study"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
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Estimation theory
23
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23
ARCH model
9
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9
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8
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8
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Francq, Christian
Sun, Yiguo
Baltagi, Badi H.
21
Gao, Jiti
21
Cai, Zongwu
14
Linton, Oliver
14
Marcellino, Massimiliano
13
Su, Liangjun
13
Lee, Lung-fei
12
Phillips, Peter C. B.
12
Hsiao, Cheng
11
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11
Kapetanios, George
10
Kumbhakar, Subal
10
Li, Jia
10
Nielsen, Morten Ørregaard
10
Peng, Bin
10
Taylor, Robert
10
Zhou, Qiankun
10
Bai, Jushan
9
Demetrescu, Matei
9
Li, Kunpeng
9
Todorov, Viktor
9
Tu, Yundong
9
Koopman, Siem Jan
8
Kumar, Dilip
8
Li, Qi
8
Lütkepohl, Helmut
8
Peng, Liang
8
Sentana, Enrique
8
Teräsvirta, Timo
8
Wang, Shouyang
8
Zhang, Xinyu
8
Zhu, Ke
8
Inoue, Atsushi
7
Li, Degui
7
Omay, Tolga
7
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7
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7
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7
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3
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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ECONIS (ZBW)
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
Saved in:
5
Income and democracy : a semiparametric approach
Zhao, Shunan
;
Sun, Yiguo
;
Kumbhakar, Subal
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1113-1140
Persistent link: https://www.econbiz.de/10013364946
Saved in:
6
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
7
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
8
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
9
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
10
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo
;
Malikov, Emir
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
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