//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Germany"
type_genre:"Collection of articles written by one author"
~person:"Monfort, Alain"
~person:"Zakoïan, Jean-Michel"
~subject:"Theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Germany
Theory
Estimation theory
51
Schätztheorie
51
Theorie
26
Time series analysis
12
Zeitreihenanalyse
12
ARCH model
11
ARCH-Modell
11
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Estimation
6
Schätzung
6
VAR model
5
VAR-Modell
5
Identification
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risikomaß
4
Risk measure
4
Composite Likelihood
3
Consistency
3
Core
3
Heteroscedasticity
3
Heteroskedastizität
3
Measurement
3
Messung
3
Probability theory
3
Pseudo Maximum Likelihood
3
Risiko
3
Risk
3
Schock
3
Shock
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
1987-1993
2
ARCH Model
2
Asymptotic Single Risk Factor
2
Autocorrelation
2
Autokorrelation
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
23
Article
3
Type of publication (narrower categories)
All
Collection of articles written by one author
Aufsatz im Buch
Working Paper
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Article in journal
15
Aufsatz in Zeitschrift
15
Amtsdruckschrift
13
Government document
13
Book section
3
Collection of articles of several authors
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
24
French
2
Author
All
Monfort, Alain
Zakoïan, Jean-Michel
Härdle, Wolfgang
63
Pesaran, M. Hashem
34
Franses, Philip Hans
30
Gouriéroux, Christian
29
Swanson, Norman R.
26
Maravall Herrero, Agustín
24
Imbens, Guido
23
Phillips, Peter C. B.
23
Heckman, James J.
20
Lechner, Michael
20
Stahlecker, Peter
20
Kohn, Robert
19
Kleibergen, Frank
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Huschens, Stefan
16
McAleer, Michael
16
Sheather, Simon J.
16
Diebold, Francis X.
15
Giles, David E. A.
15
Angrist, Joshua D.
14
Brännäs, Kurt
14
Feng, Yuanhua
14
Newey, Whitney K.
14
Breitung, Jörg
13
Dufour, Jean-Marie
13
Giles, Judith A.
13
Polasek, Wolfgang
13
Robinson, Peter M.
13
Abberger, Klaus
12
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Mammen, Enno
12
Park, Byeong U.
12
Scaillet, Olivier
12
Teräsvirta, Timo
12
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
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:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
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:
6
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
7
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
8
Functional indirect inference
Billio, Monica
;
Monfort, Alain
-
1999
Persistent link: https://www.econbiz.de/10001355607
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
10
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->