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subject:"Regression analysis"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Francq, Christian"
~person:"Lieberman, Offer"
~subject:"Method of moments"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Regression analysis
Method of moments
Theory
Estimation theory
17
Schätztheorie
17
Theorie
13
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Risikomaß
2
Risk measure
2
Time series analysis
2
Zeitreihenanalyse
2
Autocorrelation
1
Autokorrelation
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Statistical distribution
1
Statistische Verteilung
1
VAR model
1
VAR-Modell
1
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Book / Working Paper
13
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Amtsdruckschrift
9
Government document
9
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English
13
Author
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Francq, Christian
Lieberman, Offer
Robert, Christian P.
18
Gouriéroux, Christian
16
Zakoïan, Jean-Michel
11
Guégan, Dominique
10
Jasiak, Joann
7
Comte, Fabienne
6
Monfort, Alain
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Scaillet, Olivier
5
Bertail, Patrice
4
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Lardjane, Salim
4
Patilea, Valentin
4
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Cybakov, Aleksandr B.
3
Gayraud, Ghislaine
3
Ghysels, Eric
3
Hardouin, C.
3
Léorat, Guillaume
3
Salanié, Bernard
3
Touzi, Nizar
3
Abowd, John M.
2
Baraud, Yannick
2
Broze, Laurence
2
Clément, Emmanuelle
2
Coudin, Elise
2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Discussion paper / Department of Economics, University of Canterbury
4
Econometric theory
4
Economics letters
2
CORE discussion paper : DP
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
The econometrics journal
1
The review of economics and statistics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers / Foerder Institute for Economic Research
1
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ECONIS (ZBW)
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1
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
2
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:
3
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
4
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:
5
Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001355613
Saved in:
6
An [alpha]-level adaptive test for regression models via regressogram selection
Guerre, Emmanuel
;
Lieberman, Offer
-
1999
Persistent link: https://www.econbiz.de/10001391211
Saved in:
7
Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001396408
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
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
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