//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Blundell, Richard W."
~person:"Gayraud, Ghislaine"
~person:"Monfort, Alain"
~person:"Zakoïan, Jean-Michel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
35
Schätztheorie
35
Theorie
23
Theory
23
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Time series analysis
4
Zeitreihenanalyse
4
Bayes-Statistik
2
Bayesian inference
2
Core
2
Risikomaß
2
Risk measure
2
VAR model
2
VAR-Modell
2
1987-1993
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Consumer behaviour
1
Credit risk
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Econometrics
1
Economic model
1
Entscheidung unter Unsicherheit
1
Estimation
1
Forecasting model
1
France
1
Frankreich
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Konsumentenverhalten
1
Kreditrisiko
1
more ...
less ...
Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Arbeitspapier
35
Working Paper
35
Graue Literatur
33
Non-commercial literature
33
Amtsdruckschrift
18
Government document
18
Language
All
English
34
French
1
Author
All
Blundell, Richard W.
Gayraud, Ghislaine
Monfort, Alain
Zakoïan, Jean-Michel
Gouriéroux, Christian
26
Robert, Christian P.
19
Francq, Christian
13
Jasiak, Joann
11
Guégan, Dominique
10
Bertail, Patrice
9
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Fermanian, Jean-David
6
Gautier, Eric
6
Guerre, Emmanuel
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Bellec, Pierre
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Ghysels, Eric
4
Lardjane, Salim
4
Lieberman, Offer
4
Mabon, Gwennae͏̈lle
4
Smith, Richard J.
4
Casella, George
3
Crépon, Bruno
3
Dalalyan, Arnak S.
3
Dauxois, Jean-Yves
3
Doukhan, Paul
3
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
Journal of econometrics
12
Econometric theory
8
Série des documents de travail
8
Journal of applied econometrics
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion papers in economics
4
Annals of economics and statistics
3
Banque de France Working Paper
3
CORE discussion paper : DP
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
IFS working paper series
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Quantitative economics : QE ; journal of the Econometric Society
3
Themes in modern econometrics
3
Cowles Foundation Discussion Paper
2
Economics letters
2
Journal of the American Statistical Association : JASA
2
L'hétérogénéité en économétrie : numéro spécial
2
Les notes d'études et de recherche : NER
2
Working paper series
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Astin bulletin : the journal of the International Actuarial Association
1
CEBI Working Paper Series, Working Paper 07/19
1
CEBI working paper series : working paper
1
Cowles Foundation discussion paper
1
DAE working paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economics discussion papers
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Handbook of financial time series
1
IFS working paper
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
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
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
6
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:
7
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:
8
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
9
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:
10
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->