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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~person:"Zakoïan, Jean-Michel"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Non-commercial literature"
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Monte-Carlo-Simulation
Panel study
Maximum-Likelihood-Schätzung
Estimation theory
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Schätztheorie
21
Theorie
14
Theory
14
ARCH model
8
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Maximum likelihood estimation
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1987-1993
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Zakoïan, Jean-Michel
Pesaran, M. Hashem
31
Gao, Jiti
18
Weidner, Martin
17
Baltagi, Badi H.
14
Koopman, Siem Jan
14
Lechner, Michael
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Fernández-Val, Iván
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Phillips, Peter C. B.
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Schorfheide, Frank
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Bun, Maurice J. G.
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Herbst, Edward P.
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Kapetanios, George
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Kiviet, J. F.
9
Zhou, Qiankun
9
Bonhomme, Stéphane
8
Chaturvedi, Anoop
8
Hayakawa, Kazuhiko
8
Moon, Hyungsik Roger
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Sarafidis, Vasilis
8
Bresson, Georges
7
Hansen, Christian Bailey
7
Kitagawa, Toru
7
Lacroix, Guy
7
Peng, Bin
7
Pfaffermayr, Michael
7
Słoczyński, Tymon
7
Tamer, Elie T.
7
Westerlund, Joakim
7
Winkelmann, Rainer
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Yang, Yanrong
7
Advani, Arun
6
Arellano, Manuel
6
Biørn, Erik
6
Blasques, Francisco
6
Chudik, Alexander
6
Del Negro, Marco
6
Fiorentini, Gabriele
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ECONIS (ZBW)
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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
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
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:
5
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:
6
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:
7
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:
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