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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:"Gautier, Eric"
~person:"Zakoïan, Jean-Michel"
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Estimation theory
Schätztheorie
24
Theorie
13
Theory
13
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Präferenztheorie
3
Theory of preferences
3
Time series analysis
3
Zeitreihenanalyse
3
Risikomaß
2
Risk measure
2
1987-1993
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Estimation
1
Forecasting model
1
France
1
Frankreich
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Interest rate
1
Markov chain
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Schätzung
1
Share price
1
Statistical inference
1
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Book / Working Paper
22
Article
2
Type of publication (narrower categories)
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Arbeitspapier
22
Working Paper
22
Graue Literatur
20
Non-commercial literature
20
Amtsdruckschrift
7
Government document
7
Article in journal
2
Aufsatz in Zeitschrift
2
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English
24
Author
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Gautier, Eric
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
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
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
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Working papers / TSE : WP
7
Econometric theory
5
CORE discussion paper : DP
3
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
Annales d'économie et de statistique
1
Annals of economics and statistics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Economics letters
1
Economie et statistique
1
Handbook of financial time 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
Série des documents de travail
1
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ECONIS (ZBW)
24
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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
Nonparametric estimation in random coefficients binary choice models
Gautier, Eric
;
Kitamura, Yuichi
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
2
,
pp. 581-607
Persistent link: https://www.econbiz.de/10009752306
Saved in:
3
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:
4
Pivotal estimation in high-dimensional regression via linear programming
Gautier, Eric
;
Cybakov, Aleksandr B.
-
2013
Persistent link: https://www.econbiz.de/10010348592
Saved in:
5
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:
6
High-dimensional instrumental variables regression and confidence sets
Gautier, Eric
;
Cybakov, Aleksandr B.
-
2011
Persistent link: https://www.econbiz.de/10009406329
Saved in:
7
Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
Gautier, Eric
;
Le Pennec, Erwan
-
2011
Persistent link: https://www.econbiz.de/10009412300
Saved in:
8
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:
9
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:
10
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
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