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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~language:"eng"
~person:"Francq, Christian"
~subject:"Autocorrelation"
~subject:"Bootstrap-Verfahren"
~subject:"Panel study"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Estimation theory
17
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8
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Francq, Christian
Härdle, Wolfgang
63
Pesaran, M. Hashem
53
Phillips, Peter C. B.
40
Franses, Philip Hans
29
Swanson, Norman R.
27
Imbens, Guido
24
Maravall Herrero, Agustín
22
Gouriéroux, Christian
20
Kohn, Robert
19
McAleer, Michael
19
Heckman, James J.
18
Weidner, Martin
18
Andrews, Donald W. K.
17
Kiviet, J. F.
17
Robert, Christian P.
17
Stahlecker, Peter
17
Diebold, Francis X.
16
Fernández-Val, Iván
16
Gao, Jiti
16
Giles, David E. A.
16
Kilian, Lutz
16
Kleibergen, Frank
16
MacKinnon, James G.
16
Robinson, Peter M.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Baltagi, Badi H.
14
Chernozhukov, Victor
14
Giles, Judith A.
14
Newey, Whitney K.
14
Scaillet, Olivier
14
Teräsvirta, Timo
14
Dette, Holger
13
Horowitz, Joel
13
Lütkepohl, Helmut
13
Winkelmann, Rainer
13
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12
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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
5
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
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1
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:
2
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:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
4
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:
5
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
6
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:
7
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:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
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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