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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"The econometrics journal"
~person:"Arvanitis, Stelios"
~person:"Carrasco, Marine"
~person:"Daziano, Ricardo A."
~person:"Fiebig, Denzil G."
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Estimation theory
4
Schätztheorie
4
Heteroscedasticity
2
Heteroskedastizität
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
ARCH model
1
ARCH-Modell
1
Approximate bias correction
1
Bayes-Statistik
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Bayesian inference
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Bias
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Binding function
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Econometrics
1
Edgeworth expansion
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Estimation
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GARCH model
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Higher-order mean square error approximation
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IV-Schätzung
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Instrumental variables
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Logit model
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Maximum likelihood estimation
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Moment approximation
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Monte Carlo
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Recursive indirect inference estimator
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Schätzung
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Simulation
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Stationary Gaussian ARFIMA model
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Systematischer Fehler
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many instruments
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mixed logit
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overidentification tests
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Arvanitis, Stelios
Carrasco, Marine
Daziano, Ricardo A.
Fiebig, Denzil G.
Gouriéroux, Christian
26
Robert, Christian P.
19
Zakoïan, Jean-Michel
16
Francq, Christian
13
Monfort, Alain
12
Jasiak, Joann
11
Guégan, Dominique
10
Bertail, Patrice
9
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Scaillet, Olivier
7
Fermanian, Jean-David
6
Gautier, Eric
6
Guerre, Emmanuel
6
Hristache, Marian
6
Rousseau, Judith
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Lieberman, Offer
5
Philippe, Anne
5
Robin, Jean-Marc
5
Baltagi, Badi H.
4
Bellec, Pierre
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Billio, Monica
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Bosq, Denis
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Broze, Laurence
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Butucea, Cristina
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Clémençon, Stéphan
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Dufour, Jean-Marie
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Gayraud, Ghislaine
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Ghysels, Eric
4
Lardjane, Salim
4
Mabon, Gwennae͏̈lle
4
Perron, Pierre
4
Phillips, Peter C. B.
4
Shin, Youngki
4
Smith, Richard J.
4
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Série des documents de travail / Centre de Recherche en Économie et Statistique
The econometrics journal
Econometric reviews
4
Discussion papers / University of Kent, School of Economics
3
CEMFI working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Handbook of econometrics : volume 6B
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Handbook of econometrics ; Vol. 6B
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International financial markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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1
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
Saved in:
2
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
3
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
4
Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan
;
Fiebig, Denzil G.
;
Cripps, Edward
;
Kohn, …
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
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