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subject:"Prognoseverfahren"
subject:"Theorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Theorie
Theory
Estimation theory
25
Schätztheorie
25
ARCH model
14
ARCH-Modell
14
Time series analysis
7
Zeitreihenanalyse
7
Estimation
6
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5
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Zakoïan, Jean-Michel
Phillips, Peter C. B.
33
Andrews, Donald W. K.
30
Baltagi, Badi H.
29
Newey, Whitney K.
27
Li, Qi
25
Pesaran, M. Hashem
22
Ullah, Aman
22
Ohtani, Kazuhiro
21
Giles, David E. A.
19
Krämer, Walter
19
McAleer, Michael
19
Gouriéroux, Christian
18
Horowitz, Joel
18
King, Maxwell L.
17
Lee, Lung-fei
17
Granger, C. W. J.
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Bera, Anil K.
14
Franses, Philip Hans
14
Hendry, David F.
14
Kelejian, Harry H.
14
Linton, Oliver
14
Lütkepohl, Helmut
14
Bai, Jushan
13
Baillie, Richard
13
Godfrey, L. G.
13
Koop, Gary
13
Lahiri, Kajal
13
Rilstone, Paul
13
Smith, Richard J.
13
Ghysels, Eric
12
Hansen, Bruce E.
12
Hill, Rufus Carter
12
Imbens, Guido
12
Perron, Pierre
12
Simar, Léopold
12
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Econometric theory
2
Annales d'économie et de statistique
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
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
11
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1
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:
2
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:
3
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
4
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
5
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
6
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
Saved in:
7
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Saved in:
8
Modèles autorégressifs à seuils multiples
Zakoïan, Jean-Michel
- In:
Annales d'économie et de statistique
(
1994
),
pp. 23-56
Persistent link: https://www.econbiz.de/10001183740
Saved in:
9
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
10
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
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