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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Zakoïan, Jean-Michel"
~subject:"Panel study"
~subject:"VAR model"
~type_genre:"Arbeitspapier"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Theorie
Panel study
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Estimation theory
24
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8
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8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
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Zakoïan, Jean-Michel
Härdle, Wolfgang
56
Pesaran, M. Hashem
51
Lütkepohl, Helmut
35
Phillips, Peter C. B.
31
Franses, Philip Hans
29
Gouriéroux, Christian
26
Kilian, Lutz
26
Swanson, Norman R.
25
Imbens, Guido
24
Maravall Herrero, Agustín
23
Gao, Jiti
20
Winker, Peter
20
Kohn, Robert
19
Heckman, James J.
18
Stahlecker, Peter
18
Weidner, Martin
18
Robert, Christian P.
17
Fernández-Val, Iván
16
Giles, David E. A.
16
Kiviet, J. F.
16
Kleibergen, Frank
16
McAleer, Michael
16
Diebold, Francis X.
15
Kapetanios, George
15
Sentana, Enrique
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Baltagi, Badi H.
14
Breitung, Jörg
14
Giles, Judith A.
14
Newey, Whitney K.
14
Staszewska-Bystrova, Anna
14
Teräsvirta, Timo
14
Winkelmann, Rainer
14
Fiorentini, Gabriele
13
Francq, Christian
13
Inoue, Atsushi
13
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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
6
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Journal de la Société de Statistique de Paris
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
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
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:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
10
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
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