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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international consumer marketing"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Delgado, Miguel A."
~person:"Horowitz, Joel"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Konsumentenverhalten"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
Konsumentenverhalten
Nonparametric statistics
Schätzung
Statistischer Test
Zeitreihenanalyse
Estimation theory
19
Schätztheorie
19
Theorie
16
Theory
16
Nichtparametrisches Verfahren
13
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11
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10
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33
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Delgado, Miguel A.
Horowitz, Joel
Zakoïan, Jean-Michel
Phillips, Peter C. B.
38
Linton, Oliver
31
Robinson, Peter M.
22
Taylor, Robert
22
Chen, Xiaohong
20
Li, Qi
19
Su, Liangjun
19
Gao, Jiti
18
Xiao, Zhijie
18
Park, Joon Y.
17
Koop, Gary
15
Todorov, Viktor
15
Cai, Zongwu
14
Francq, Christian
13
Lewbel, Arthur
13
Aït-Sahalia, Yacine
12
Bollerslev, Tim
12
Fan, Yanqin
12
Hallin, Marc
12
Hsiao, Cheng
12
Leybourne, Stephen James
12
Simar, Léopold
12
Yu, Jun
12
Florens, Jean-Pierre
11
Ghysels, Eric
11
Hong, Yongmiao
11
Janiszewski, Chris A.
11
Tauchen, George Eugene
11
White, Halbert
11
Andrews, Donald W. K.
10
Dufour, Jean-Marie
10
Li, Degui
10
McAleer, Michael
10
Pesaran, M. Hashem
10
Sun, Yixiao
10
Swanson, Norman R.
10
Teräsvirta, Timo
10
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of international consumer marketing
Econometric theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Annals of economics and statistics
3
The econometrics journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annual review of economics
1
Energy economics
1
International economic review
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of international economics
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economic studies
1
The review of economics and statistics
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ECONIS (ZBW)
33
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33
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1
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:
2
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
Saved in:
3
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
4
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
5
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
6
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
7
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
8
Nonparametric tests for conditional symmetry
Delgado, Miguel A.
;
Song, Xiaojun
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 447-471
Persistent link: https://www.econbiz.de/10012110404
Saved in:
9
Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim
;
Horowitz, Joel
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
Saved in:
10
Non-nested testing of spatial correlation
Delgado, Miguel A.
;
Robinson, Peter M.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
Saved in:
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