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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Francq, Christian"
~subject:"Autocorrelation"
~subject:"Bootstrap-Verfahren"
~subject:"Panel study"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Theorie
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Estimation theory
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Schätztheorie
17
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12
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8
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4
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Francq, Christian
Härdle, Wolfgang
63
Pesaran, M. Hashem
53
Phillips, Peter C. B.
40
Lütkepohl, Helmut
35
Franses, Philip Hans
29
Kilian, Lutz
28
Swanson, Norman R.
27
Gouriéroux, Christian
26
Imbens, Guido
24
Maravall Herrero, Agustín
23
Winker, Peter
20
Gao, Jiti
19
Kohn, Robert
19
McAleer, Michael
19
Heckman, James J.
18
Stahlecker, Peter
18
Weidner, Martin
18
Andrews, Donald W. K.
17
Kiviet, J. F.
17
Robert, Christian P.
17
Zakoïan, Jean-Michel
17
Diebold, Francis X.
16
Fernández-Val, Iván
16
Giles, David E. A.
16
Kapetanios, George
16
Kleibergen, Frank
16
MacKinnon, James G.
16
Sentana, Enrique
16
Teräsvirta, Timo
16
Nielsen, Morten Ørregaard
15
Robinson, Peter M.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Baltagi, Badi H.
14
Breitung, Jörg
14
Cai, Zongwu
14
Chen, Xiaohong
14
Chernozhukov, Victor
14
Fiorentini, Gabriele
14
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
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
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
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:
3
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:
4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
5
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:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
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:
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
Saved in:
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