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subject:"Estimation theory"
~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:"Blundell, Richard W."
~person:"Zakoïan, Jean-Michel"
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Estimation theory
Schätztheorie
22
Theorie
15
Theory
15
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Time series analysis
3
Zeitreihenanalyse
3
Estimation
2
Risikomaß
2
Risk measure
2
Schätzung
2
1987-1993
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Consumer behaviour
1
Consumer demand theory
1
Forecasting model
1
France
1
Frankreich
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Interest rate
1
Konsumentenverhalten
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nachfragetheorie des Haushalts
1
Private consumption
1
Privater Konsum
1
Prognoseverfahren
1
Share price
1
Statistical inference
1
Statistical test
1
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Book / Working Paper
19
Article
3
Type of publication (narrower categories)
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Arbeitspapier
19
Working Paper
19
Graue Literatur
18
Non-commercial literature
18
Amtsdruckschrift
10
Government document
10
Article in journal
3
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3
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Language
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English
22
Author
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Blundell, Richard W.
Zakoïan, Jean-Michel
Gouriéroux, Christian
27
Andrews, Donald W. K.
21
Robert, Christian P.
19
Newey, Whitney K.
15
Francq, Christian
14
Monfort, Alain
12
Jasiak, Joann
11
Phillips, Peter C. B.
11
Guégan, Dominique
10
Bertail, Patrice
9
Smith, Richard J.
9
Horowitz, Joel
8
Imbens, Guido
8
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Gautier, Eric
7
Guerre, Emmanuel
7
Patilea, Valentin
7
Robinson, Peter M.
7
Scaillet, Olivier
7
Chesher, Andrew
6
Dufour, Jean-Marie
6
Fermanian, Jean-David
6
Hristache, Marian
6
Rousseau, Judith
6
Berred, Alexandre M.
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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Published in...
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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
Journal of econometrics
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Econometric theory
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion papers in economics
4
CORE discussion paper : DP
3
IFS working paper series
3
Journal of applied econometrics
3
Quantitative economics : QE ; journal of the Econometric Society
3
Cowles Foundation Discussion Paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Working paper series
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
CEBI Working Paper Series, Working Paper 07/19
1
CEBI working paper series : working paper
1
Cowles Foundation discussion paper
1
DAE working paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economics discussion papers
1
Economics letters
1
Handbook of financial time series
1
IFS working paper
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
NBER Working Paper
1
Research in economics : an international review of economics
1
Série des documents de travail
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Institute for Fiscal Studies / Institute for Fiscal Studies
1
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ECONIS (ZBW)
22
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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
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
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
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:
5
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:
6
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
7
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:
8
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
9
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:
10
Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
Saved in:
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