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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Dufour, Jean-Marie"
~person:"Eichenbaum, Martin S."
~person:"Giles, David E. A."
~person:"King, Maxwell L."
~person:"McAleer, Michael"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~subject:"Marketing management"
~subject:"Profitability"
~subject:"Schock"
~subject:"Schätztheorie"
~subject:"Shock"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Working Paper"
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Marketing management
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49
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49
Estimation theory
18
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14
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14
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Dufour, Jean-Marie
Eichenbaum, Martin S.
Giles, David E. A.
King, Maxwell L.
McAleer, Michael
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Gouriéroux, Christian
21
Robert, Christian P.
17
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11
Kleibergen, Frank
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Jasiak, Joann
8
Monfort, Alain
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Lee, Lung-fei
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6
Fermanian, Jean-David
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Haan, Laurens de
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4
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4
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4
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4
Butucea, Cristina
4
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4
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4
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Discussion paper / Tinbergen Institute
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Economics letters
16
Discussion paper / Department of Economics, University of Canterbury
11
Journal of quantitative economics : official journal of the Indian Econometric Society
9
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Working paper series / Research Department, Federal Reserve Bank of Chicago
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Working papers in quantitative economics and econometrics
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Cahier / Département de Sciences Économiques, Université de Montréal
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1
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Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
19
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1
Estimation-adjusted VAR
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
29
(
2013
)
4
,
pp. 735-770
Persistent link: https://www.econbiz.de/10010210164
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
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
7
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
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
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
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