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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Francq, Christian"
~subject:"Bootstrap-Verfahren"
~subject:"Panel study"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Theorie
Bootstrap-Verfahren
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Estimation theory
41
Schätztheorie
41
ARCH model
26
ARCH-Modell
26
Theory
15
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Time series analysis
9
Zeitreihenanalyse
9
Estimation
8
Risikomaß
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VAR model
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17
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Francq, Christian
Pesaran, M. Hashem
78
Härdle, Wolfgang
71
Phillips, Peter C. B.
70
Baltagi, Badi H.
65
Andrews, Donald W. K.
48
Newey, Whitney K.
42
Franses, Philip Hans
41
Gouriéroux, Christian
40
Swanson, Norman R.
38
Imbens, Guido
37
McAleer, Michael
35
Robinson, Peter M.
35
Giles, David E. A.
34
Lee, Lung-fei
34
MacKinnon, James G.
33
Horowitz, Joel
32
Li, Qi
31
Lütkepohl, Helmut
29
Bera, Anil K.
28
Gao, Jiti
28
Heckman, James J.
28
Hsiao, Cheng
27
Linton, Oliver
27
Simar, Léopold
27
Hahn, Jinyong
26
Bai, Jushan
25
Diebold, Francis X.
25
Kiviet, J. F.
25
Kohn, Robert
25
Ohtani, Kazuhiro
25
Zakoïan, Jean-Michel
25
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Weidner, Martin
24
Westerlund, Joakim
24
Dufour, Jean-Marie
23
Fernández-Val, Iván
23
Granger, C. W. J.
23
Kilian, Lutz
23
King, Maxwell L.
23
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
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1
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ECONIS (ZBW)
17
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1
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
2
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
3
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
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
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
10
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
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