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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations"
~person:"Chen, Xiaohong"
~person:"Dufour, Jean-Marie"
~person:"Johansen, Søren"
~subject:"Schätztheorie"
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Volatility
Schätztheorie
Estimation theory
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GARCH
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Hodges-Lehmann estimators
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confidence distributions
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heteroskedasticity
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least absolute deviation estimators
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median regression
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p-value function
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projection methods
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serial dependence
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Croux, Christophe
Chen, Xiaohong
Dufour, Jean-Marie
Johansen, Søren
Dovonon, Prosper
3
Baltagi, Badi H.
2
Bresson, Georges
2
Chaturvedi, Anoop
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Frazier, David T.
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Hall, Alastair R.
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Lacroix, Guy
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Renault, Eric
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Antoine, Bertille
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Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
KBI
24
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Cowles Foundation discussion paper
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Econometric theory
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
-
2017
Persistent link: https://www.econbiz.de/10011610097
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Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
Dufour, Jean-Marie
;
Jouini, Tarek
-
2015
Persistent link: https://www.econbiz.de/10011411399
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