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Search: subject:"QMLE"
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QMLE
20
Estimation theory
16
Schätztheorie
16
ARCH model
11
ARCH-Modell
11
Time series analysis
8
Zeitreihenanalyse
8
Statistical distribution
4
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3
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(Q)MLE
1
2SIV
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AR-ARCH random field
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Francq, Christian
4
Lee, Lung-fei
4
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2
Bera, Anil K.
2
Doğan, Osman
2
Jiang, Feiyu
2
Jin, Fei
2
Li, Dong
2
Louka, Alexandros
2
Qu, Xi
2
Rahbek, Anders
2
Taṣpınar, Süleyman
2
Zakoïan, Jean-Michel
2
Zhu, Ke
2
Aknouche, Abdelhakim
1
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1
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1
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1
Cai, Yuzhi
1
Carnero, M. Angeles
1
Cerovecki, Clément
1
Doukhan, P.
1
Feng, Shuhui
1
He, Huajing
1
Hörmann, Siegfried
1
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1
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1
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1
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1
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1
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1
Pan, Jiazhu
1
Pesaran, M. Hashem
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1
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1
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1
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Journal of econometrics
9
Econometric Reviews
2
Economics letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of Financial Economics (AFE)
1
China economic review : an international journal
1
Economics Letters
1
Empirical Economics
1
Insurance / Mathematics & economics
1
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1
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1
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1
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Statistics & Probability Letters
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ECONIS (ZBW)
19
RePEc
10
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
3
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:
4
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
5
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
6
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
7
Adjustments of Rao's score test for distributional and local parametric misspecifications
Bera, Anil K.
;
Bilias, Yannis
;
Yoon, Mann J.
; …
- In:
Journal of econometric methods
9
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012197297
Saved in:
8
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
9
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
10
QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Zhang, Yuanqing
;
Feng, Shuhui
;
Jin, Fei
- In:
Economics letters
180
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012121730
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