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source:"econis"
subject:"Schätztheorie"
~person:"McAleer, Michael"
~person:"Zakoïan, Jean-Michel"
~subject:"Capital market returns"
~type_genre:"Article in journal"
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Schätztheorie
Capital market returns
Theorie
103
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103
Estimation theory
28
Time series analysis
25
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25
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24
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McAleer, Michael
Zakoïan, Jean-Michel
Phillips, Peter C. B.
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Andrews, Donald W. K.
30
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27
Li, Qi
25
Baltagi, Badi H.
23
Ohtani, Kazuhiro
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Pesaran, M. Hashem
21
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Gouriéroux, Christian
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18
Krämer, Walter
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King, Maxwell L.
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Lee, Lung-fei
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13
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13
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13
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12
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12
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12
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12
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12
Perron, Pierre
12
Simar, Léopold
12
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11
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11
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3
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ECONIS (ZBW)
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
3
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:
4
Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors
He, Zonglu
;
Maekawa, Koichi
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
54
(
2003
)
4
,
pp. 420-438
Persistent link: https://www.econbiz.de/10001866933
Saved in:
5
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:
6
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
7
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
Saved in:
8
Switching orthogonality
Morimune, Kimio
- In:
International economic review
39
(
1998
)
1
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001236205
Saved in:
9
Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs
Barten, Anton P.
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10001337607
Saved in:
10
On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin
- In:
The Japanese economic review : the journal of the …
48
(
1997
)
4
,
pp. 368-389
Persistent link: https://www.econbiz.de/10001235670
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