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person:"Ullah, Aman"
subject:"Theory"
~person:"Srivastava, Virendra K."
~person:"Zakoïan, Jean-Michel"
~subject:"Bias"
~subject:"Statistische Verteilung"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Theory
Bias
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Estimation theory
30
Schätztheorie
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21
ARCH model
8
ARCH-Modell
8
Estimation
6
Maximum likelihood estimation
6
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6
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4
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1987-1993
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Asymmetric Student-t distribution
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Calyampudi Radhakrishna Rao
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Ullah, Aman
Srivastava, Virendra K.
Zakoïan, Jean-Michel
Härdle, Wolfgang
57
Pesaran, M. Hashem
32
Franses, Philip Hans
29
Phillips, Peter C. B.
28
Swanson, Norman R.
26
Gouriéroux, Christian
23
Imbens, Guido
23
Maravall Herrero, Agustín
23
Brännäs, Kurt
19
Heckman, James J.
19
Kohn, Robert
19
Stahlecker, Peter
18
Kleibergen, Frank
17
McAleer, Michael
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Giles, David E. A.
16
Newey, Whitney K.
16
Weidner, Martin
16
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Einmahl, John H. J.
14
Francq, Christian
14
Dijk, Dick van
13
Fernández-Val, Iván
13
Giles, Judith A.
13
Kiviet, J. F.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Guégan, Dominique
12
Huschens, Stefan
12
Lucas, André
12
Park, Byeong U.
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
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11
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
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6
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
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2
Discussion paper / Department of Economics, University of Canterbury
2
Working paper series
2
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
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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
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
Efficient estimation of population mean using incomplete survey data on study and auxiliary characteristics
Toutenburg, Helge
;
Srivastava, Virendra K.
-
2000
Persistent link: https://www.econbiz.de/10001745398
Saved in:
9
Estimation of linear regression models with missingness of observations on both the explanatory and study variables. Part I: Theoretical results
Toutenburg, Helge
;
Srivastava, Virendra K.
-
2000
Persistent link: https://www.econbiz.de/10001745420
Saved in:
10
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:
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