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type_genre:"Congress report"
type_genre:"Working Paper"
~person:"Zakoïan, Jean-Michel"
~subject:"Regressionsanalyse"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Estimation theory
23
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Zakoïan, Jean-Michel
Härdle, Wolfgang
83
Phillips, Peter C. B.
53
Dette, Holger
41
Pesaran, M. Hashem
40
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31
Chernozhukov, Victor
27
Swanson, Norman R.
26
Imbens, Guido
25
Maravall Herrero, Agustín
24
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22
Gao, Jiti
20
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20
Newey, Whitney K.
20
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19
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18
Kleibergen, Frank
18
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18
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18
Stahlecker, Peter
18
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17
Čížek, Pavel
17
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16
Kapetanios, George
16
Linton, Oliver
16
Spokojnyj, Vladimir G.
16
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15
Sheather, Simon J.
15
Dufour, Jean-Marie
14
Feng, Yuanhua
14
Horowitz, Joel
14
Robinson, Peter M.
14
Scaillet, Olivier
14
Weidner, Martin
14
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13
Cai, Zongwu
13
Fernández-Val, Iván
13
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13
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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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
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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
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:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
9
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
10
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
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