//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Dufour, Jean-Marie"
subject:"Statistical theory"
~subject:"GARCH"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistical theory
GARCH
Volatility
Zeitreihenanalyse
Estimation theory
65
Schätztheorie
65
Statistical test
26
Statistischer Test
26
Theorie
23
Theory
23
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Regression analysis
11
Regressionsanalyse
11
CAPM
8
Estimation
8
Induktive Statistik
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Schätzung
8
Statistical inference
8
Statistische Methodenlehre
7
Time series analysis
6
USA
6
United States
6
Capital income
5
Kapitaleinkommen
5
Monte Carlo test
5
Simulation
5
Monte Carlo tests
4
Volatilität
4
non-normality
4
1926-1995
3
Fieller
3
Lag model
3
Lag-Modell
3
Markov chain
3
Markov-Kette
3
Method of moments
3
Momentenmethode
3
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
14
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
6
Working Paper
6
Aufsatz im Buch
4
Book section
4
Graue Literatur
4
Non-commercial literature
4
more ...
less ...
Language
All
English
20
Author
All
Dufour, Jean-Marie
Phillips, Peter C. B.
105
Gao, Jiti
76
Koopman, Siem Jan
60
Johansen, Søren
44
Lütkepohl, Helmut
44
Teräsvirta, Timo
44
Franses, Philip Hans
42
Nielsen, Morten Ørregaard
39
Linton, Oliver
37
Swanson, Norman R.
35
Pesaran, M. Hashem
34
Kapetanios, George
33
Diebold, Francis X.
32
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Koop, Gary
31
McAleer, Michael
31
Gouriéroux, Christian
30
Sibbertsen, Philipp
30
Ghysels, Eric
29
Lucas, André
29
Engle, Robert F.
28
Stock, James H.
28
Bauwens, Luc
27
Robinson, Peter M.
26
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Perron, Pierre
25
Taylor, Robert
25
Watson, Mark W.
25
Härdle, Wolfgang
24
Nielsen, Bent
24
Brännäs, Kurt
23
Cavaliere, Giuseppe
23
Chambers, Marcus J.
23
Hendry, David F.
23
Haldrup, Niels
22
Leybourne, Stephen James
22
Bera, Anil K.
21
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CORE discussion paper : DP
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Tinbergen Institute
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
Journal of econometrics
1
Journal of quantitative economics
1
Model reliability
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The econometrics journal
1
The review of economic studies
1
The review of economics and statistics
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
2
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
3
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
4
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
Saved in:
5
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
6
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
7
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
8
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
9
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
Saved in:
10
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->