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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Francq, Christian"
~subject:"Autocorrelation"
~subject:"Bootstrap-Verfahren"
~subject:"Panel study"
~subject:"Statistical distribution"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Theorie
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Estimation theory
17
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17
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12
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8
ARCH-Modell
8
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4
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4
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Francq, Christian
Härdle, Wolfgang
65
Pesaran, M. Hashem
53
Phillips, Peter C. B.
44
Franses, Philip Hans
29
Swanson, Norman R.
28
Imbens, Guido
24
Gouriéroux, Christian
23
Maravall Herrero, Agustín
23
McAleer, Michael
23
Kohn, Robert
19
Weidner, Martin
19
Heckman, James J.
18
Stahlecker, Peter
18
Zakoïan, Jean-Michel
18
Andrews, Donald W. K.
17
Giles, David E. A.
17
Kiviet, J. F.
17
Kleibergen, Frank
17
Robert, Christian P.
17
Diebold, Francis X.
16
Fernández-Val, Iván
16
Gao, Jiti
16
Kilian, Lutz
16
Lucas, André
16
MacKinnon, James G.
16
Dette, Holger
15
Koopman, Siem Jan
15
Robinson, Peter M.
15
Scaillet, Olivier
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Baltagi, Badi H.
14
Breitung, Jörg
14
Chernozhukov, Victor
14
Giles, Judith A.
14
Horowitz, Joel
14
Lieberman, Offer
14
Newey, Whitney K.
14
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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
Working paper series
2
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
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
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:
4
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:
5
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
6
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:
7
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
8
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:
9
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:
10
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
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