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subject:"Wohlfahrtsanalyse"
type_genre:"Government document"
~person:"Francq, Christian"
~subject:"Geldpolitik"
~subject:"Time series analysis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Wohlfahrtsanalyse
Geldpolitik
Time series analysis
Theorie
20
Theory
20
Estimation theory
9
Schätztheorie
9
Zeitreihenanalyse
8
ARCH model
7
ARCH-Modell
7
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4
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4
Markov chain
4
Markov-Kette
4
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3
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3
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2
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2
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2
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Government document
Amtsdruckschrift
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5
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English
8
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Francq, Christian
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Woodford, Michael
40
Mukherjee, Arijit
37
Devereux, Michael B.
34
Perron, Pierre
29
Taylor, Robert
28
McCallum, Bennett T.
26
Svensson, Lars E. O.
26
Caporale, Guglielmo Maria
25
Di Bartolomeo, Giovanni
25
Gupta, Rangan
25
Hecq, Alain W. J.
25
Koop, Gary
25
Lütkepohl, Helmut
25
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Wang, Leonard F. S.
24
Serletis, Apostolos
23
Waller, Christopher
23
Harvey, Andrew C.
22
Hughes Hallett, Andrew
22
Lai, Ching-chong
22
Uribe, Martín
22
Ghysels, Eric
21
Tirelli, Patrizio
21
Walsh, Carl E.
21
Bullard, James Brian
20
Granger, C. W. J.
20
Hendry, David F.
20
Herwartz, Helmut
20
Mills, Terence C.
20
Newbold, Paul
20
Schmitt-Grohé, Stephanie
20
Christiano, Lawrence J.
19
Hong, Yongmiao
19
Ireland, Peter N.
19
Swanson, Norman R.
19
Belke, Ansgar
18
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Econometric theory
2
Journal of econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
8
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1
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
2
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
3
Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
Saved in:
4
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
5
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
6
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
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
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
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