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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Série des documents de travail"
~person:"Blundell, Richard W."
~person:"Gayraud, Ghislaine"
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Estimation theory"
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Estimation theory
24
Schätztheorie
24
Theorie
17
Theory
17
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
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1987-1993
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Blundell, Richard W.
Gayraud, Ghislaine
Zakoïan, Jean-Michel
Gouriéroux, Christian
37
Monfort, Alain
20
Robert, Christian P.
19
Cybakov, Aleksandr B.
13
Francq, Christian
13
Jasiak, Joann
13
Guégan, Dominique
10
Bertail, Patrice
9
Fermanian, Jean-David
9
Comte, Fabienne
7
Patilea, Valentin
7
Bellec, Pierre
6
Dalalyan, Arnak S.
6
Gautier, Eric
6
Guerre, Emmanuel
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Butucea, Cristina
5
Darolles, Serge
5
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5
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5
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5
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5
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4
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4
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4
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4
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4
Mabon, Gwennae͏̈lle
4
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4
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4
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3
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3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail
Journal of econometrics
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
10
Econometric theory
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1
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Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
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1
The economic journal : the journal of the Royal Economic Society
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1
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ECONIS (ZBW)
24
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
3
Bayesian optimal adaptive estimation using a sieve prior
Arbel, Julyan
;
Gayraud, Ghislaine
;
Rousseau, Judith
-
2013
Persistent link: https://www.econbiz.de/10010342727
Saved in:
4
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:
5
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:
6
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
7
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
8
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:
9
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
10
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
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