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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~language:"deu"
~language:"eng"
~person:"Albers, Sönke"
~person:"Baecker, Dirk"
~person:"Bamberger, Ingolf"
~person:"Gehring, Hermann"
~person:"Scheer, August-Wilhelm"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~subject:"Estimation theory"
~type_genre:"Forschungsbericht"
~type_genre:"Hochschulschrift"
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Estimation theory
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Albers, Sönke
Baecker, Dirk
Bamberger, Ingolf
Gehring, Hermann
Scheer, August-Wilhelm
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Härdle, Wolfgang
56
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Swanson, Norman R.
24
Imbens, Guido
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Phillips, Peter C. B.
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Maravall Herrero, Agustín
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Robert, Christian P.
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Abberger, Klaus
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Andrews, Donald W. K.
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Huschens, Stefan
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Scaillet, Olivier
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Winkelmann, Rainer
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Bera, Anil K.
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Guégan, Dominique
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ECONIS (ZBW)
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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
Essays zur Schätzung von Marketingmodellen und zur Ableitung von Handlungsempfehlungen
Proppe, Dennis
-
2008
Persistent link: https://www.econbiz.de/10003772250
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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
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
10
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
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