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type_genre:"Collection of articles written by one author"
~person:"Monfort, Alain"
~person:"Zakoïan, Jean-Michel"
~subject:"Statistical inference"
~subject:"Theorie"
~subject:"VAR model"
~type_genre:"Book review"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Statistical inference
Theorie
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Estimation theory
47
Schätztheorie
47
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23
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11
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11
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10
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10
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9
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1987-1993
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Collection of articles written by one author
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Monfort, Alain
Zakoïan, Jean-Michel
Härdle, Wolfgang
57
Lütkepohl, Helmut
35
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Imbens, Guido
28
Kilian, Lutz
27
Gouriéroux, Christian
26
Phillips, Peter C. B.
25
Swanson, Norman R.
24
Chernozhukov, Victor
23
Maravall Herrero, Agustín
23
Winker, Peter
20
Andrews, Donald W. K.
19
Kohn, Robert
19
Heckman, James J.
18
Kleibergen, Frank
18
Stahlecker, Peter
18
Robert, Christian P.
17
Angrist, Joshua D.
16
McAleer, Michael
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sentana, Enrique
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Inoue, Atsushi
14
Staszewska-Bystrova, Anna
14
Teräsvirta, Timo
14
Dufour, Jean-Marie
13
Fiorentini, Gabriele
13
Francq, Christian
13
Giles, Judith A.
13
Kapetanios, George
13
Newey, Whitney K.
13
Arnold, Bernhard
12
Breitung, Jörg
12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
19
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11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
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3
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2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
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Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
2
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
4
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
5
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
6
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:
7
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
8
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:
9
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
10
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
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