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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~person:"Zakoïan, Jean-Michel"
~subject:"Autokorrelation"
~subject:"Statistical distribution"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
76
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76
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47
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22
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22
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12
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11
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Stahlecker, Peter
Zakoïan, Jean-Michel
Phillips, Peter C. B.
77
Gao, Jiti
52
Koopman, Siem Jan
41
Johansen, Søren
38
Lütkepohl, Helmut
37
Teräsvirta, Timo
35
Linton, Oliver
32
Nielsen, Morten Ørregaard
32
Lucas, André
29
Franses, Philip Hans
28
Lee, Lung-fei
28
Sun, Yixiao
26
Kapetanios, George
25
Taylor, Robert
25
Maravall Herrero, Agustín
23
McAleer, Michael
22
Sibbertsen, Philipp
22
Swanson, Norman R.
22
Chambers, Marcus J.
21
Härdle, Wolfgang
21
Koop, Gary
21
Peng, Bin
21
Pesaran, M. Hashem
21
Robinson, Peter M.
21
Harvey, Andrew C.
20
Baltagi, Badi H.
19
Gouriéroux, Christian
19
Leybourne, Stephen James
19
Cai, Zongwu
18
Cavaliere, Giuseppe
18
Hyndman, Rob J.
18
Stock, James H.
18
Hassler, Uwe
17
Bauwens, Luc
16
Chen, Xiaohong
16
Li, Degui
16
Nielsen, Bent
16
Perron, Pierre
16
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Journal of econometrics
4
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4
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2
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2
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ECONIS (ZBW)
17
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
4
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
5
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
6
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
7
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
8
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
9
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:
10
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
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