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~isPartOf:"EUI working paper / ECO"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~type_genre:"Bibliography included"
~type_genre:"Working Paper"
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Search: subject_exact:"Maximum likelihood estimation"
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Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Estimation theory
11
Schätztheorie
11
Theorie
7
Theory
7
ARCH model
6
ARCH-Modell
6
Cointegration
5
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Francq, Christian
6
Zakoïan, Jean-Michel
6
Johansen, Søren
3
Fermanian, Jean-David
2
Patilea, Valentin
2
Broze, Laurence
1
Brüggemann, Ralf
1
Foncel, Jérôme
1
Gouriéroux, Christian
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Holly, Alberto
1
Horváth, Lajos
1
Hristache, Marian
1
Karlis, Dimitri
1
Lee, Jeong Eun
1
Li, Dong
1
Ling, Shiqing
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Lütkepohl, Helmut
1
Maciejowska, Katarzyna
1
Monfort, Alain
1
Poignard, Benjamin
1
Robert, Christian P.
1
Rockinger, Michael
1
Salanié, Bernard
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Zakoïan, Jean-Michael
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Discussion paper / Tinbergen Institute
59
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19
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Working paper
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Cowles Foundation discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
Discussion paper / Center for Economic Research, Tilburg University
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
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1
Optimal predictions of powers of conditionally heteroskedastic processes
Francq, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748872
Saved in:
2
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
-
2010
Persistent link: https://www.econbiz.de/10003985568
Saved in:
3
Dynamic asset correlations based on vines
Poignard, Benjamin
;
Fermanian, Jean-David
-
2014
Persistent link: https://www.econbiz.de/10010481261
Saved in:
4
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
5
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
6
Importance sampling schemes for evidence approximation in mixture models
Lee, Jeong Eun
;
Robert, Christian P.
-
2013
Persistent link: https://www.econbiz.de/10010348586
Saved in:
7
Estimating the marginal law of a time series with applications to heavy tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
-
2011
Persistent link: https://www.econbiz.de/10009552653
Saved in:
8
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
9
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
10
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:
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