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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:"Chernozhukov, Victor"
~person:"Dufour, Jean-Marie"
~person:"Monfort, Alain"
~person:"Philippe, Anne"
~person:"Zakoïan, Jean-Michel"
~subject:"Heteroscedasticity"
~subject:"Induktive Statistik"
~subject:"Interest rate"
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Estimation theory
Heteroscedasticity
Induktive Statistik
Interest rate
Schätztheorie
45
Theorie
32
Theory
32
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical inference
5
Time series analysis
5
Zeitreihenanalyse
5
Statistical test
3
Statistischer Test
3
Core
2
Econometrics
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risikomaß
2
Risk measure
2
Simulation
2
Statistical theory
2
Statistische Methodenlehre
2
VAR model
2
VAR-Modell
2
Ökonometrie
2
1987-1993
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Credit risk
1
Derivat
1
Derivative
1
Econometric model
1
Economic model
1
Einkommen
1
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Book / Working Paper
35
Article
10
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Arbeitspapier
35
Working Paper
35
Graue Literatur
33
Non-commercial literature
33
Amtsdruckschrift
18
Government document
18
Article in journal
10
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10
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English
44
French
1
Author
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Chernozhukov, Victor
Dufour, Jean-Marie
Monfort, Alain
Philippe, Anne
Zakoïan, Jean-Michel
Gouriéroux, Christian
27
Andrews, Donald W. K.
21
Robert, Christian P.
19
Newey, Whitney K.
15
Francq, Christian
14
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
Fermanian, Jean-David
6
Hristache, Marian
6
Rousseau, Judith
6
Berred, Alexandre M.
5
Blundell, Richard W.
5
Chen, Xiaohong
5
Darolles, Serge
5
Delecroix, Michel
5
Kitamura, Yuichi
5
Lewbel, Arthur
5
Matzkin, Rosa L.
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
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
18
Journal of econometrics
17
Massachusetts Institute of Technology Department of Economics working paper series : working paper
12
Econometric theory
10
Série des documents de travail
8
CORE discussion paper : DP
6
MIT Department of Economics Working Paper
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Quantitative economics : QE ; journal of the Econometric Society
5
Econometric reviews
4
Economics letters
4
Annals of economics and statistics
3
Banque de France Working Paper
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Cowles Foundation discussion paper
3
Journal of applied econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Themes in modern econometrics
3
Working paper / National Bureau of Economic Research, Inc.
3
Bundesbank Series 1 Discussion Paper
2
CIRANO Scientific Publication
2
Cowles Foundation Discussion Paper
2
Discussion paper / Deutsche Bundesbank
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of the American Statistical Association : JASA
2
L' Actualité économique : revue trimest.
2
Les notes d'études et de recherche : NER
2
NBER Working Paper
2
NBER working paper series
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
The econometrics journal
2
The review of economic studies
2
The review of economic studies : RES
2
The review of economics and statistics
2
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ECONIS (ZBW)
45
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1
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
2
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
3
Local identification of nonparametric and semiparametric models
Chen, Xiaohong
;
Chernozhukov, Victor
;
Lee, Sokbae
; …
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
2
,
pp. 785-809
Persistent link: https://www.econbiz.de/10010404421
Saved in:
4
Intersection bounds : estimation and inference
Chernozhukov, Victor
;
Lee, Sokbae
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
2
,
pp. 667-737
Persistent link: https://www.econbiz.de/10009752302
Saved in:
5
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:
6
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:
7
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
8
Finite and large sample distribution-free inference in median regressions with instrumental variables
Coudin, Elise
;
Dufour, Jean-Marie
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10009406540
Saved in:
9
Quantile and probability curves without crossing
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Galichon, …
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
3
,
pp. 1093-1125
Persistent link: https://www.econbiz.de/10003992585
Saved in:
10
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:
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