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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Lee, Lung-fei"
~person:"Srivastava, Virendra K."
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Estimation theory"
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Theorie
Estimation theory
242
Schätztheorie
242
Theory
115
Time series analysis
36
Zeitreihenanalyse
36
Maximum likelihood estimation
35
Maximum-Likelihood-Schätzung
35
Autocorrelation
34
Autokorrelation
34
Räumliche Interaktion
27
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27
Estimation
26
Schätzung
26
ARCH model
24
ARCH-Modell
24
Regional economics
24
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24
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21
Method of moments
14
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13
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Regressionsanalyse
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Risikomanagement
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8
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English
100
French
15
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Gouriéroux, Christian
Lee, Lung-fei
Srivastava, Virendra K.
Zakoïan, Jean-Michel
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Phillips, Peter C. B.
54
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Bera, Anil K.
24
Krämer, Walter
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Robert, Christian P.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lütkepohl, Helmut
20
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
17
Journal of econometrics
15
Econometric theory
11
Annales d'économie et de statistique
6
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Statistical papers
4
CORE discussion paper : DP
3
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Econometric reviews
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Discussion paper / Department of Economics, University of Canterbury
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Journal of empirical finance
2
L' Actualité économique : revue trimest.
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Duration transition and count data models
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Metrika : international journal for theoretical and applied statistics
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Statistics : textbooks and monographs
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economics and statistics
1
Themes in modern econometrics
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ECONIS (ZBW)
115
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1
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
2
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
3
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
5
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
8
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
9
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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