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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH model"
~subject:"Bayesian inference"
~subject:"Sampling"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
ARCH model
Bayesian inference
Sampling
USA
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
10
Statistische Verteilung
10
ARCH-Modell
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Stichprobenerhebung
9
Core
8
Estimation
8
Schätzung
8
Chaos theory
7
Chaostheorie
7
France
7
Frankreich
7
Markov chain
7
Markov-Kette
7
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Bayes-Statistik
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
5
Simulation
5
Statistical test
5
Statistischer Test
5
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Type of publication
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Book / Working Paper
24
Type of publication (narrower categories)
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Arbeitspapier
24
Working Paper
24
Graue Literatur
22
Non-commercial literature
22
Amtsdruckschrift
7
Government document
7
Language
All
English
24
Author
All
Francq, Christian
7
Zakoïan, Jean-Michel
7
Robert, Christian P.
4
Casella, George
2
Gayraud, Ghislaine
2
Marin, Jean-Michel
2
Rousseau, Judith
2
Abowd, John M.
1
Ango Nze, Patrick
1
Arbel, Julyan
1
Bertail, Patrice
1
Bertholon, Henri
1
Breidt, F. Jay
1
Buscha, Franz
1
Celeux, Gilles
1
Chauvet, Guillaume
1
Chauvet, Guilliaume
1
Collard, Fabrice
1
Cressie, Noel A. C.
1
Dauxois, Jean-Yves
1
Deville, Jean-Claude
1
Douc, Randal
1
Dupoiron, Stéphanie
1
El Anbari, Mohammed
1
Fermanian, Jean-David
1
Guillin, Arnaud
1
Guilloux, Agathe
1
Haziza, David
1
Horváth, Lajos
1
Kirmani, Syed N. U. A.
1
Malongo, Hassan
1
Maurel, Arnaud
1
Monfort, Alain
1
Page, Lionel
1
Pegoraro, Fulvio
1
Politis, Dimitris N.
1
Rhomari, N.
1
Rios, Ricardo
1
Speckesser, Stefan
1
Wells, Martin T.
1
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Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
International journal of forecasting
123
Economics letters
98
Journal of forecasting
81
Discussion paper / Tinbergen Institute
64
Econometric theory
57
Econometric reviews
54
Journal of the American Statistical Association : JASA
52
The review of economics and statistics
52
Journal of applied econometrics
50
Statistics in transition : an international journal of the Polish Statistical Association
44
Working paper / National Bureau of Economic Research, Inc.
44
Discussion paper series / IZA
43
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
The econometrics journal
40
Applied economics
36
Journal of empirical finance
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
NBER working paper series
33
Discussion paper
32
Econometrics : open access journal
32
NBER Working Paper
32
CREATES research paper
31
Economic modelling
31
Applied economics letters
29
Working paper
29
Discussion paper / Center for Economic Research, Tilburg University
28
European journal of operational research : EJOR
27
Finance research letters
27
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
26
American journal of agricultural economics
24
CEMMAP working papers / Centre for Microdata Methods and Practice
24
CESifo working papers
24
Journal of banking & finance
24
Oxford bulletin of economics and statistics
24
Discussion papers / CEPR
23
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Source
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ECONIS (ZBW)
24
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1
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
3
Bayesian optimal adaptive estimation using a sieve prior
Arbel, Julyan
;
Gayraud, Ghislaine
;
Rousseau, Judith
-
2013
Persistent link: https://www.econbiz.de/10010342727
Saved in:
4
Improved variance estimation for balanced samples drawn via the Cube method
Breidt, F. Jay
;
Chauvet, Guilliaume
-
2010
Persistent link: https://www.econbiz.de/10009406004
Saved in:
5
Regularization in regression : comparing Bayesian and frequentist methods in a poorly informative situation
Celeux, Gilles
;
El Anbari, Mohammed
;
Marin, Jean-Michel
; …
-
2010
Persistent link: https://www.econbiz.de/10009406553
Saved in:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
7
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:
8
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
9
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:
10
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
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