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isPartOf:"Journal of applied econometrics"
subject:"Estimation theory"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Billio, Monica"
~person:"Zakoïan, Jean-Michel"
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Estimation theory
Theorie
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Theory
23
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ARCH model
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Time series analysis
5
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1987-1993
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Billio, Monica
Zakoïan, Jean-Michel
Robert, Christian P.
17
Gouriéroux, Christian
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Francq, Christian
10
Guégan, Dominique
10
Monfort, Alain
8
Jasiak, Joann
7
Comte, Fabienne
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Robin, Jean-Marc
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Blundell, Richard W.
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Darolles, Serge
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Delecroix, Michel
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Fermanian, Jean-David
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Guerre, Emmanuel
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Hristache, Marian
5
Philippe, Anne
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Rousseau, Judith
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Scaillet, Olivier
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Bosq, Denis
4
Butucea, Cristina
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Lardjane, Salim
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Patilea, Valentin
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Pesaran, M. Hashem
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Bertail, Patrice
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Casella, George
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Crépon, Bruno
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Gayraud, Ghislaine
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Hardouin, C.
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Lieberman, Offer
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Léorat, Guillaume
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Mukhopadhyay, Nitis
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Salanié, Bernard
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Smith, Richard J.
3
Touzi, Nizar
3
Trivedi, Pravin K.
3
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2
Ahmed, S. E.
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Journal of applied econometrics
Metrika : international journal for theoretical and applied statistics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
CORE discussion paper : DP
2
Econometric theory
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
16
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1
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
2
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
3
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
4
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
5
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
6
Functional indirect inference
Billio, Monica
;
Monfort, Alain
-
1999
Persistent link: https://www.econbiz.de/10001355607
Saved in:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
9
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
10
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
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