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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~accessRights:"free"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Working papers"
~subject:"Korrelation"
~subject:"Nonparametric statistics"
~subject:"Probability theory"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Estimation theory
Korrelation
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Schätztheorie
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13
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13
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13
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Hafner, Christian M.
9
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7
Preminger, Arie
7
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4
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4
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2
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2
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2
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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353
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190
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ECONIS (ZBW)
82
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41
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
42
Semi-parametric estimation in a single-index model with endogenous variables
Birke, Melanie
;
Van Bellegem, Sébastien
;
Van Keilegom, …
-
2016
Persistent link: https://www.econbiz.de/10011749376
Saved in:
43
Regression discontinuity design with many thresholds
Bertanha, Marinho
-
2016
Persistent link: https://www.econbiz.de/10011893982
Saved in:
44
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
45
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
46
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011894446
Saved in:
47
Building a structural model : parameterization and structurality
Mouchart, Michel
;
Orsi, Renzo
-
2015
Persistent link: https://www.econbiz.de/10011581832
Saved in:
48
Trade potential revisited : a panel data analysis for Zimbabwe
Martínez-Galán, Enrique
;
Proença, Isabel
;
Fontoura, …
-
2015
Persistent link: https://www.econbiz.de/10011549961
Saved in:
49
The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian M.
;
Manner, Hans
;
Simar, Léopold
-
2015
Persistent link: https://www.econbiz.de/10011289979
Saved in:
50
Smooth strongly convex interpolation and exact worstcase performance of first-order methods
Taylor, Adrien
;
Hendrickx, Julien
;
Glineur, François
-
2015
Persistent link: https://www.econbiz.de/10011289989
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