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subject:"Germany"
type_genre:"Collection of articles written by one author"
~person:"Robinson, Peter M."
~person:"Zakoïan, Jean-Michel"
~subject:"Theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Germany
Theory
Estimation theory
48
Schätztheorie
48
Theorie
27
Time series analysis
12
Zeitreihenanalyse
12
ARCH model
10
ARCH-Modell
10
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Estimation
5
Schätzung
5
Autocorrelation
4
Autokorrelation
4
Heteroscedasticity
3
Heteroskedastizität
3
Regression analysis
3
Regressionsanalyse
3
Risikomaß
3
Risk measure
3
Volatility
3
Volatilität
3
1987-1993
2
Börsenkurs
2
France
2
Frankreich
2
Interest rate
2
Markov chain
2
Markov-Kette
2
Regional economics
2
Regionalökonomik
2
Räumliche Interaktion
2
Share price
2
Spatial interaction
2
Statistical distribution
2
Statistical theory
2
Statistische Methodenlehre
2
Statistische Verteilung
2
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1
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Book / Working Paper
25
Article
2
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Collection of articles written by one author
Aufsatz im Buch
Working Paper
Arbeitspapier
25
Article in journal
25
Aufsatz in Zeitschrift
25
Graue Literatur
25
Non-commercial literature
25
Amtsdruckschrift
7
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7
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2
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2
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English
27
Author
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Robinson, Peter M.
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
Abberger, Klaus
12
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Mammen, Enno
12
Monfort, Alain
12
Park, Byeong U.
12
Scaillet, Olivier
12
Teräsvirta, Timo
12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
10
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / LSE Financial Markets Group
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Robust inference
1
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ECONIS (ZBW)
27
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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
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
7
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
8
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
9
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
10
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:
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