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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Zakoïan, Jean-Michel"
~subject:"Monte-Carlo-Simulation"
~subject:"Theory"
~type_genre:"Amtsdruckschrift"
~type_genre:"Handbuch"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Monte-Carlo-Simulation
Theory
Estimation theory
23
Schätztheorie
23
Theorie
14
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Schätzung
4
Heteroscedasticity
3
Heteroskedastizität
3
Risikomaß
3
Risk measure
3
1987-1993
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
France
2
Frankreich
2
Interest rate
2
Markov chain
2
Markov-Kette
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Zins
2
APARCH
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Conditional Heteroskedasticity
1
Conditional heteroskedasticity
1
Consistency
1
Forecasting model
1
Identification
1
LAN in time series
1
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Online availability
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Free
1
Type of publication
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Book / Working Paper
16
Type of publication (narrower categories)
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Amtsdruckschrift
Handbuch
Working Paper
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Article in journal
12
Aufsatz in Zeitschrift
12
Government document
7
Systematic review
1
Übersichtsarbeit
1
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English
16
Author
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Zakoïan, Jean-Michel
Härdle, Wolfgang
84
Phillips, Peter C. B.
53
Pesaran, M. Hashem
42
Dette, Holger
41
Franses, Philip Hans
32
Chernozhukov, Victor
29
Swanson, Norman R.
29
Imbens, Guido
25
Gao, Jiti
23
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Kapetanios, George
22
Kohn, Robert
21
Marcellino, Massimiliano
21
McAleer, Michael
21
Newey, Whitney K.
21
Robert, Christian P.
21
Heckman, James J.
18
Kleibergen, Frank
18
Linton, Oliver
18
Mammen, Enno
18
Stahlecker, Peter
18
Angrist, Joshua D.
17
Croux, Christophe
17
Diebold, Francis X.
17
Koop, Gary
17
Čížek, Pavel
17
Cai, Zongwu
16
Horowitz, Joel
16
Spokojnyj, Vladimir G.
16
Weidner, Martin
16
Giles, David E. A.
15
Schorfheide, Frank
15
Sheather, Simon J.
15
Dijk, Dick van
14
Dufour, Jean-Marie
14
Feng, Yuanhua
14
Francq, Christian
14
Kitagawa, Toru
14
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Published in...
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Série des documents de travail / Centre de Recherche en Économie et Statistique
13
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
Source
All
ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
5
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:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
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:
8
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:
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:
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