//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theorie"
type_genre:"Arbeitspapier"
~person:"Zakoïan, Jean-Michel"
~subject:"Method of moments"
~subject:"Regressionsanalyse"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Method of moments
Regressionsanalyse
Statistical distribution
Estimation theory
23
Schätztheorie
23
Theory
14
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Schätzung
4
Heteroscedasticity
3
Heteroskedastizität
3
Risikomaß
3
Risk measure
3
1987-1993
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
France
2
Frankreich
2
Interest rate
2
Markov chain
2
Markov-Kette
2
Share price
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Zins
2
APARCH
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Conditional Heteroskedasticity
1
Conditional heteroskedasticity
1
Consistency
1
Forecasting model
1
Identification
1
LAN in time series
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Article in journal
11
Aufsatz in Zeitschrift
11
Amtsdruckschrift
7
Government document
7
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
16
Author
All
Zakoïan, Jean-Michel
Härdle, Wolfgang
84
Phillips, Peter C. B.
58
Pesaran, M. Hashem
47
Dette, Holger
43
Chernozhukov, Victor
34
Franses, Philip Hans
31
Swanson, Norman R.
30
Imbens, Guido
26
Newey, Whitney K.
26
McAleer, Michael
24
Gouriéroux, Christian
23
Maravall Herrero, Agustín
23
Gao, Jiti
22
Kleibergen, Frank
21
Andrews, Donald W. K.
19
Kohn, Robert
19
Smith, Richard J.
19
Čížek, Pavel
19
Heckman, James J.
18
Kapetanios, George
18
Kiviet, J. F.
18
Linton, Oliver
18
Mammen, Enno
18
Robert, Christian P.
18
Stahlecker, Peter
18
Diebold, Francis X.
17
Einmahl, John H. J.
17
Angrist, Joshua D.
16
Giles, David E. A.
16
Scaillet, Olivier
16
Spokojnyj, Vladimir G.
16
Dijk, Dick van
15
Horowitz, Joel
15
Marcellino, Massimiliano
15
Sentana, Enrique
15
Sheather, Simon J.
15
Weidner, Martin
15
Cai, Zongwu
14
Dufour, Jean-Marie
14
more ...
less ...
Published in...
All
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
6
CORE discussion paper : DP
2
Working paper series
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->