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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Krämer, Walter"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Theorie
Volatility
Estimation theory
146
Schätztheorie
146
Theory
74
Time series analysis
28
Zeitreihenanalyse
28
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Estimation
9
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62
French
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Gouriéroux, Christian
Krämer, Walter
Härdle, Wolfgang
71
Phillips, Peter C. B.
59
Pesaran, M. Hashem
57
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
McAleer, Michael
41
Giles, David E. A.
35
Imbens, Guido
35
Teräsvirta, Timo
32
Diebold, Francis X.
31
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Zakoïan, Jean-Michel
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Kohn, Robert
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Li, Qi
26
Linton, Oliver
26
Lucas, André
26
Ohtani, Kazuhiro
26
Koopman, Siem Jan
25
Bera, Anil K.
24
Ghysels, Eric
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Ullah, Aman
24
Monfort, Alain
23
Robert, Christian P.
23
Spokojnyj, Vladimir G.
23
Winkelmann, Rainer
23
Engle, Robert F.
22
Francq, Christian
22
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Universität Dortmund
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
8
Annales d'économie et de statistique
5
Economics letters
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
L' Actualité économique : revue trimest.
2
Série des documents de travail
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
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1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Duration transition and count data models
1
Econometric analysis of financial markets
1
Econometric reviews
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
Studies in empirical economics
1
The review of economics and statistics
1
Themes in modern econometrics
1
Universität Dortmund / Research Paper
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ECONIS (ZBW)
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61
Hétérogénéité
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1990
)
17
,
pp. 185-204
Persistent link: https://www.econbiz.de/10001114015
Saved in:
62
The local power of the cusum and cusum of squares tests
Ploberger, Werner
- In:
Econometric theory
6
(
1990
)
3
,
pp. 335-347
Persistent link: https://www.econbiz.de/10001118100
Saved in:
63
Hétérogénéité et hasard dans les modèles de durée
Fourgeaud, Claude
- In:
Annales d'économie et de statistique
(
1990
),
pp. 1-23
Persistent link: https://www.econbiz.de/10001113060
Saved in:
64
A general framework for testing a null hypothesis in a "mixed" form
Gouriéroux, Christian
- In:
Econometric theory
5
(
1989
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10001065762
Saved in:
65
On the robustness of the f-test to autocorrelation among disturbances
Krämer, Walter
- In:
Economics letters
1
(
1989
),
pp. 37-40
Persistent link: https://www.econbiz.de/10001068818
Saved in:
66
A new test for structural stability in the linear regression model
Ploberger, Werner
- In:
Journal of econometrics
2
(
1989
),
pp. 307-318
Persistent link: https://www.econbiz.de/10001060583
Saved in:
67
Econometrics of structural change
Krämer, Walter
(
ed.
)
-
1989
Persistent link: https://www.econbiz.de/10014002704
Saved in:
68
Agrégation de processus autorégressifs d'ordre 1
Gonçalves, Esmeralda
- In:
Annales d'économie et de statistique
(
1988
),
pp. 127-149
Persistent link: https://www.econbiz.de/10001076723
Saved in:
69
Testing for structural change in dynamic models
Krämer, Walter
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10001059824
Saved in:
70
Une note sur l'efficacité des procédutres d'estimation en deux étapes
Trognon, Alain
- In:
Mélanges économiques : essais en l'honneur de Edmond …
,
(pp. 1055-1074)
.
1988
Persistent link: https://www.econbiz.de/10001271470
Saved in:
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