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subject:"Estimation"
subject:"Theorie"
~person:"Diebold, Francis X."
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Estimation theory"
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Estimation
Theorie
Estimation theory
115
Schätztheorie
115
Theory
48
Schätzung
32
Time series analysis
32
Zeitreihenanalyse
32
ARCH model
23
ARCH-Modell
23
Volatility
18
Volatilität
18
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14
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14
Kapitaleinkommen
14
Maximum likelihood estimation
14
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14
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12
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7
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7
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45
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27
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34
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34
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30
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30
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27
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7
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7
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1
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English
70
French
2
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Diebold, Francis X.
Zakoïan, Jean-Michel
Pesaran, M. Hashem
87
Härdle, Wolfgang
78
Phillips, Peter C. B.
69
Gouriéroux, Christian
57
Linton, Oliver
50
Franses, Philip Hans
46
Andrews, Donald W. K.
45
Newey, Whitney K.
45
Heckman, James J.
44
Baltagi, Badi H.
43
Gao, Jiti
42
McAleer, Michael
40
Swanson, Norman R.
40
Giles, David E. A.
36
Robinson, Peter M.
36
Imbens, Guido
35
Kapetanios, George
35
Hsiao, Cheng
34
Horowitz, Joel
33
Li, Qi
33
Winkelmann, Rainer
33
Koop, Gary
32
Lechner, Michael
32
Lütkepohl, Helmut
32
Ullah, Aman
32
Angrist, Joshua D.
29
Kohn, Robert
28
Lee, Lung-fei
28
Marcellino, Massimiliano
28
Brännäs, Kurt
27
King, Maxwell L.
27
Bera, Anil K.
26
Cai, Zongwu
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Hahn, Jinyong
26
Ohtani, Kazuhiro
26
Teräsvirta, Timo
26
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Rodney L. White Center for Financial Research
3
National Bureau of Economic Research
2
The Wharton Financial Institutions Center
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Journal of econometrics
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Technical working paper / National Bureau of Economic Research
4
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4
Econometric theory
3
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3
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3
CORE discussion paper : DP
2
Economics letters
2
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2
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2
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2
The journal of finance : the journal of the American Finance Association
2
The review of economic studies
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and economics discussion series
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
NBER technical working paper series
1
NBER working paper series
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
Série des documents de travail
1
The journal of business : B
1
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1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
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ECONIS (ZBW)
72
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31
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
32
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
33
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
34
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
Saved in:
35
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:
36
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
37
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:
38
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:
39
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
40
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 433-451
Persistent link: https://www.econbiz.de/10001244374
Saved in:
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