//--> //--> //--> //-->
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"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Method of moments
Regressionsanalyse
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
Statistical distribution
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
1
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Article in journal
10
Aufsatz in Zeitschrift
10
Amtsdruckschrift
7
Government document
7
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
14
Author
All
Zakoïan, Jean-Michel
Härdle, Wolfgang
83
Phillips, Peter C. B.
54
Pesaran, M. Hashem
47
Dette, Holger
41
Chernozhukov, Victor
32
Franses, Philip Hans
31
Swanson, Norman R.
28
Imbens, Guido
26
Newey, Whitney K.
26
Maravall Herrero, Agustín
24
Gouriéroux, Christian
22
Gao, Jiti
21
Kleibergen, Frank
21
McAleer, Michael
20
Andrews, Donald W. K.
19
Kohn, Robert
19
Čížek, Pavel
19
Heckman, James J.
18
Kapetanios, George
18
Kiviet, J. F.
18
Mammen, Enno
18
Robert, Christian P.
18
Stahlecker, Peter
18
Diebold, Francis X.
17
Linton, Oliver
17
Angrist, Joshua D.
16
Smith, Richard J.
16
Spokojnyj, Vladimir G.
16
Giles, David E. A.
15
Marcellino, Massimiliano
15
Scaillet, Olivier
15
Sheather, Simon J.
15
Cai, Zongwu
14
Dufour, Jean-Marie
14
Feng, Yuanhua
14
Fernández-Val, Iván
14
Horowitz, Joel
14
Robinson, Peter M.
14
Weidner, Martin
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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->