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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:"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
39
Theorie
27
Theory
27
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Statistical inference
4
Time series analysis
4
Zeitreihenanalyse
4
Core
2
Risikomaß
2
Risk measure
2
Simulation
2
VAR model
2
VAR-Modell
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
Econometrics
1
Economic model
1
Einkommen
1
Estimation
1
Forecasting model
1
France
1
Frankreich
1
Heteroskedastizität
1
Identification
1
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Book / Working Paper
33
Article
6
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Arbeitspapier
33
Working Paper
33
Graue Literatur
31
Non-commercial literature
31
Amtsdruckschrift
18
Government document
18
Article in journal
6
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6
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English
38
French
1
Author
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Chernozhukov, Victor
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
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
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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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
14
Massachusetts Institute of Technology Department of Economics working paper series : working paper
12
Econometric theory
9
Série des documents de travail
8
MIT Department of Economics Working Paper
6
Quantitative economics : QE ; journal of the Econometric Society
5
Annals of economics and statistics
3
Banque de France Working Paper
3
CORE discussion paper : DP
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Cowles Foundation discussion paper
3
Economics letters
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
Cowles Foundation Discussion Paper
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Les notes d'études et de recherche : NER
2
NBER Working Paper
2
NBER working paper series
2
The review of economic studies : RES
2
Working paper series
2
Annales d'économie et de statistique
1
Astin bulletin : the journal of the International Actuarial Association
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / University of Bristol, Department of Economics
1
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
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ECONIS (ZBW)
39
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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
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:
9
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:
10
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
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