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subject:"United Kingdom"
~person:"Zakoïan, Jean-Michel"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Maximum likelihood estimation
Estimation theory
50
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50
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23
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23
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23
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23
Time series analysis
14
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Zakoïan, Jean-Michel
Lee, Lung-fei
20
Pesaran, M. Hashem
20
Koopman, Siem Jan
19
Sentana, Enrique
13
Fiorentini, Gabriele
11
Hayakawa, Kazuhiko
10
Bekaert, Geert
9
Blasques, Francisco
9
Francq, Christian
9
Pfaffermayr, Michael
9
Phillips, Peter C. B.
9
Burkhauser, Richard V.
8
Jenkins, Stephen
8
Jin, Fei
8
Magnus, Jan R.
8
Tsionas, Efthymios G.
8
Christiano, Lawrence J.
7
Hildenbrand, Werner
7
Hurn, Stan
7
Härdle, Wolfgang
7
Kristensen, Dennis
7
Kukacka, Jiri
7
McAleer, Michael
7
Nielsen, Morten Ørregaard
7
Patterson, Kerry D.
7
Rahbek, Anders
7
Sola, Martin
7
Vigfusson, Robert J.
7
Blundell, Richard W.
6
Caporale, Guglielmo Maria
6
Cavaliere, Giuseppe
6
Chen, Xiaohong
6
Jordà, Òscar
6
Knüppel, Malte
6
Li, Kunpeng
6
Lindsay, Kenneth A.
6
Lucas, André
6
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6
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6
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Journal of econometrics
2
Annals of economics and statistics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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ECONIS (ZBW)
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
3
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
4
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
5
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
6
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
7
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
8
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
9
Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10003878194
Saved in:
10
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:
1
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