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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Francq, Christian"
~subject:"Panel study"
~type_genre:"Arbeitspapier"
~type_genre:"Nachschlagewerk"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Theorie
Panel study
Estimation theory
17
Schätztheorie
17
Theory
12
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Risikomaß
3
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3
Time series analysis
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Zeitreihenanalyse
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2
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APARCH
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Asymmetric Student-t distribution
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Conditional heteroskedasticity
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LAN in time series
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Quadratic mean differentiability
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12
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Francq, Christian
Härdle, Wolfgang
56
Pesaran, M. Hashem
53
Phillips, Peter C. B.
32
Franses, Philip Hans
29
Imbens, Guido
25
Swanson, Norman R.
25
Gouriéroux, Christian
24
Maravall Herrero, Agustín
24
Baltagi, Badi H.
20
Kohn, Robert
19
Heckman, James J.
18
Stahlecker, Peter
18
Weidner, Martin
18
Gao, Jiti
17
McAleer, Michael
17
Robert, Christian P.
17
Fernández-Val, Iván
16
Giles, David E. A.
16
Kiviet, J. F.
16
Kleibergen, Frank
16
Diebold, Francis X.
15
Newey, Whitney K.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Winkelmann, Rainer
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Breitung, Jörg
14
Giles, Judith A.
14
Robinson, Peter M.
13
Scaillet, Olivier
13
Abberger, Klaus
12
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Guégan, Dominique
12
Huschens, Stefan
12
Banerjee, Anindya
11
Bera, Anil K.
11
Biørn, Erik
11
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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
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ECONIS (ZBW)
12
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1
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:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
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:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
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:
6
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:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
9
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
10
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
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