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subject:"Prognoseverfahren"
subject:"Theorie"
~person:"Brännäs, Kurt"
~person:"Zakoïan, Jean-Michel"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Subject
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Prognoseverfahren
Theorie
Schätzung
Estimation theory
90
Schätztheorie
90
Theory
48
Time series analysis
35
Zeitreihenanalyse
35
ARCH model
24
ARCH-Modell
24
Estimation
19
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Schweden
11
Sweden
11
Forecasting model
9
Risikomaß
8
Risk measure
8
Autocorrelation
7
Autokorrelation
7
Börsenkurs
7
Share price
7
Simulation
7
Volatility
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Arbeitslosigkeit
4
France
4
Frankreich
4
Heteroscedasticity
4
Heteroskedastizität
4
Measurement
4
Messung
4
Statistical distribution
4
Statistische Verteilung
4
Unemployment
4
Dauer
3
Duration
3
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3
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Free
7
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4
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Book / Working Paper
37
Article
23
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Graue Literatur
36
Non-commercial literature
36
Arbeitspapier
29
Working Paper
29
Article in journal
20
Aufsatz in Zeitschrift
20
Amtsdruckschrift
7
Government document
7
Aufsatz im Buch
3
Book section
3
Bibliografie enthalten
1
Bibliography included
1
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1
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Language
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English
58
French
2
Author
All
Brännäs, Kurt
Zakoïan, Jean-Michel
Pesaran, M. Hashem
92
Phillips, Peter C. B.
79
Härdle, Wolfgang
78
Gouriéroux, Christian
57
Swanson, Norman R.
53
Linton, Oliver
52
Franses, Philip Hans
50
Baltagi, Badi H.
48
Gao, Jiti
47
Andrews, Donald W. K.
45
Diebold, Francis X.
45
Newey, Whitney K.
45
Heckman, James J.
44
Kapetanios, George
43
Koop, Gary
40
McAleer, Michael
40
Cai, Zongwu
39
Giles, David E. A.
36
Ullah, Aman
36
Winkelmann, Rainer
36
Imbens, Guido
35
Robinson, Peter M.
35
Hsiao, Cheng
34
Lütkepohl, Helmut
34
Marcellino, Massimiliano
34
Horowitz, Joel
33
Li, Qi
33
Lechner, Michael
32
Koopman, Siem Jan
30
White, Halbert
30
Angrist, Joshua D.
29
Teräsvirta, Timo
29
Kohn, Robert
28
Lee, Lung-fei
28
Dufour, Jean-Marie
27
King, Maxwell L.
27
West, Kenneth D.
27
Bera, Anil K.
26
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Institution
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Umeå universitet
10
Umeå Universitet / Institutionen för Nationalekonomi
3
Published in...
All
Umeå economic studies
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Journal of econometrics
4
CORE discussion paper : DP
2
Count data autoregression modelling
2
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / IZA
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
International journal of forecasting
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
Meddelanden från Svenska Handelshögskolan
1
Proceedings of the Second Würzburg-Umeå Conference in Statistics : Bayerische Julius-Maximilians-Universität Würzburg, May 18 - 21, 1992
1
Statistical papers
1
Série des documents de travail
1
Working paper series
1
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ECONIS (ZBW)
60
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1
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
2
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:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
5
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
6
Simultaneity in the multivariate count data autoregressive model
Brännäs, Kurt
-
2013
Persistent link: https://www.econbiz.de/10010227357
Saved in:
7
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
8
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
9
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
10
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:
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