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~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper series"
~language:"eng"
~person:"Francq, Christian"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~person:"Zhang, Rongmao"
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Search: subject_exact:"Estimation theory"
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Estimation theory
32
Schätztheorie
32
ARCH model
10
ARCH-Modell
10
Theorie
9
Theory
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
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Regressionsanalyse
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Francq, Christian
Hyndman, Rob J.
Linton, Oliver
Zhang, Rongmao
Kohn, Robert
23
Sheather, Simon J.
23
Phillips, Peter C. B.
22
Nielsen, Morten Ørregaard
18
Johansen, Søren
15
Jansson, Michael
12
Kristensen, Dennis
12
Lee, Lung-fei
12
Hettmansperger, Thomas P.
11
McKean, Joseph W.
11
Teräsvirta, Timo
11
Cattaneo, Matias D.
10
Cavaliere, Giuseppe
10
Saikkonen, Pentti
10
Li, Qi
9
Taylor, Robert
9
White, Halbert
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Newey, Whitney K.
8
Pötscher, Benedikt M.
8
Wand, M. P.
8
Ansley, Craig F.
7
Chan, Ngai Hang
7
Gao, Jiti
7
Horváth, Lajos
7
Jong, Robert M. de
7
Kanaya, Shin
7
Otsu, Taisuke
7
Podolskij, Mark
7
Rahbek, Anders
7
Su, Liangjun
7
Varneskov, Rasmus Tangsgaard
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Zakoïan, Jean-Michel
7
Canepa, Alessandra
6
Chambers, Marcus J.
6
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CREATES research paper
Econometric theory
Journal of time series econometrics
Working paper series
Journal of econometrics
32
Working paper / Department of Econometrics and Business Statistics, Monash University
25
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Cambridge working papers in economics
18
Econometrics papers
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Cambridge-INET working papers
7
Econometric reviews
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
International journal of forecasting
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Janeway Institute working paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of the American Statistical Association : JASA
3
Boston College working papers in economics
2
CORE discussion papers : DP
2
Discussion paper / LSE Financial Markets Group
2
Discussion papers in economics / Nuffield College
2
Economics letters
2
Handbook of financial time series
2
Working paper / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Insurance / Mathematics & economics
1
Journal of empirical finance
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research paper series / Swiss Finance Institute
1
SFB 649 discussion paper
1
Swiss Finance Institute Research Paper
1
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ECONIS (ZBW)
32
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
4
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
5
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
6
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
7
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
8
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
9
An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
- In:
Econometric theory
33
(
2017
)
4
,
pp. 1013-1038
Persistent link: https://www.econbiz.de/10011810237
Saved in:
10
Nonparametric transformation regression with nonstationary data
Linton, Oliver
;
Wang, Qiying
- In:
Econometric theory
32
(
2016
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011578411
Saved in:
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