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person:"Gredenhoff, Mikael P."
~person:"Choi, In"
~person:"Francq, Christian"
~subject:"Theory"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Theory
Estimation theory
24
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24
Theorie
15
Time series analysis
9
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9
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8
ARCH-Modell
8
Maximum likelihood estimation
4
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Gredenhoff, Mikael P.
Choi, In
Francq, Christian
Härdle, Wolfgang
58
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Gouriéroux, Christian
25
Maravall Herrero, Agustín
24
Swanson, Norman R.
24
Imbens, Guido
23
Phillips, Peter C. B.
23
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Angrist, Joshua D.
16
Giles, David E. A.
16
Kleibergen, Frank
16
McAleer, Michael
16
Diebold, Francis X.
15
Sheather, Simon J.
15
Winkelmann, Rainer
15
Newey, Whitney K.
14
Zakoïan, Jean-Michel
14
Andrews, Donald W. K.
13
Giles, Judith A.
13
Scaillet, Olivier
13
Abberger, Klaus
12
Arnold, Bernhard
12
Breitung, Jörg
12
Guégan, Dominique
12
Huschens, Stefan
12
Robinson, Peter M.
12
Bera, Anil K.
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Kiviet, J. F.
11
Lucas, André
11
Mammen, Enno
11
Teräsvirta, Timo
11
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Ekonomiska forskningsinstitutet <Stockholm>
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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5
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
15
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1
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:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
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:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
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:
6
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
9
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
10
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
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