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subject:"Estimation theory"
~isPartOf:"Annals of economics and statistics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Scaillet, Olivier"
~subject:"Heteroscedasticity"
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Estimation theory
Heteroscedasticity
Schätztheorie
8
Theorie
6
Theory
6
Statistical theory
2
Statistische Methodenlehre
2
Time series analysis
2
Zeitreihenanalyse
2
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Consumer demand theory
1
Core
1
Engel Curve
1
Forecast
1
Generalized Method of Moments
1
IV-Schätzung
1
Ill-posed Inverse Problems
1
Instrumental Variables
1
Instrumental variables
1
Interest rate
1
Mathematical programming
1
Mathematische Optimierung
1
Method of moments
1
Minimum Distance
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nachfragetheorie des Haushalts
1
Nichtparametrisches Verfahren
1
Nonparametric Regression
1
Nonparametric statistics
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Regression analysis
1
Regressionsanalyse
1
Risikomanagement
1
Risk management
1
Sensitivity analysis
1
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6
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2
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6
Working Paper
6
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5
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5
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5
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5
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English
8
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Scaillet, Olivier
Gouriéroux, Christian
29
Andrews, Donald W. K.
21
Robert, Christian P.
19
Zakoïan, Jean-Michel
18
Francq, Christian
15
Newey, Whitney K.
15
Monfort, Alain
14
Phillips, Peter C. B.
12
Jasiak, Joann
11
Guégan, Dominique
10
Bertail, Patrice
9
Horowitz, Joel
9
Smith, Richard J.
9
Imbens, Guido
8
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Gautier, Eric
7
Guerre, Emmanuel
7
Patilea, Valentin
7
Robinson, Peter M.
7
Chesher, Andrew
6
Dufour, Jean-Marie
6
Fermanian, Jean-David
6
Hristache, Marian
6
Rousseau, Judith
6
Berred, Alexandre M.
5
Blundell, Richard W.
5
Chen, Xiaohong
5
Chernozhukov, Victor
5
Darolles, Serge
5
Delecroix, Michel
5
Kitamura, Yuichi
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Philippe, Anne
5
Ploberger, Werner
5
Robin, Jean-Marc
5
Stock, James H.
5
Vuong, Quang H.
5
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Annals of economics and statistics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Research paper series / Swiss Finance Institute
9
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
6
Swiss Finance Institute Research Paper
5
Journal of econometrics
4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
FAME research paper series
3
Research paper / International Center for Financial Asset Management and Engineering
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
CORE discussion paper : DP
2
Discussion paper
2
Documents de travail / THEMA
2
Econometric theory
2
IRES discussion papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Swiss Finance Institute Research Paper 06-30
1
The econometrics journal
1
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ECONIS (ZBW)
8
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1
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Annals of economics and statistics
128
(
2017
),
pp. 151-202
Persistent link: https://www.econbiz.de/10011776891
Saved in:
2
A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
Persistent link: https://www.econbiz.de/10001637975
Saved in:
3
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
4
Reversed score and likelihood ratio tests
Dhaene, Geert
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001572466
Saved in:
5
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
6
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
7
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
8
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
Saved in:
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