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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Angrist, Joshua D."
~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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Angrist, Joshua D.
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
23
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22
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19
McAleer, Michael
19
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18
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18
Weidner, Martin
18
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17
Kiviet, J. F.
17
Robert, Christian P.
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
Zakoïan, Jean-Michel
16
Robinson, Peter M.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
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14
Breitung, Jörg
14
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14
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14
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14
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14
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14
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14
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ECONIS (ZBW)
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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
When to control for covariates? : Panel-asymptotic results for estimates of treatment effects
Angrist, Joshua D.
;
Hahn, Jinyong
-
1999
Persistent link: https://www.econbiz.de/10001462173
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
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
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