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subject:"Schätztheorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Welfare analysis"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
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Schätztheorie
Welfare analysis
Theorie
21
Theory
21
Estimation theory
14
ARCH model
8
ARCH-Modell
8
Markov chain
4
Markov-Kette
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Time series analysis
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1987-1993
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Börsenkurs
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Estimation
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France
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Moments existence
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Graue Literatur
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Zakoïan, Jean-Michel
Härdle, Wolfgang
55
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Gouriéroux, Christian
24
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
23
Gersbach, Hans
21
Schöb, Ronnie
21
Krueger, Dirk
20
Creedy, John
19
Heckman, James J.
19
Kohn, Robert
19
Brännäs, Kurt
18
Stahlecker, Peter
18
Aronsson, Thomas
17
Haufler, Andreas
17
McAleer, Michael
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Acemoglu, Daron
16
Galí, Jordi
16
Kleibergen, Frank
16
Ludwig, Alexander
16
Newey, Whitney K.
16
Giles, David E. A.
15
Koskela, Erkki
15
Mukherjee, Arijit
15
Sheather, Simon J.
15
Stark, Oded
15
Sutherland, Alan
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Fuest, Clemens
14
Konrad, Kai A.
14
Michael, Michael S.
14
Vives, Xavier
14
Egger, Hartmut
13
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
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
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ECONIS (ZBW)
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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:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
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:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
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:
6
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:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
9
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
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
Saved in:
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