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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Blundell, Richard W."
~person:"Gayraud, Ghislaine"
~person:"Zakoïan, Jean-Michel"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Estimation theory
22
Schätztheorie
22
Theorie
17
Theory
17
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
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1987-1993
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Graue Literatur
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Blundell, Richard W.
Gayraud, Ghislaine
Zakoïan, Jean-Michel
Gouriéroux, Christian
23
Robert, Christian P.
18
Francq, Christian
13
Jasiak, Joann
11
Monfort, Alain
11
Guégan, Dominique
10
Bertail, Patrice
7
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Fermanian, Jean-David
6
Hristache, Marian
6
Patilea, Valentin
6
Rousseau, Judith
6
Berred, Alexandre M.
5
Darolles, Serge
5
Gautier, Eric
5
Guerre, Emmanuel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Scaillet, Olivier
5
Bellec, Pierre
4
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Delecroix, Michel
4
Ghysels, Eric
4
Lardjane, Salim
4
Mabon, Gwennae͏̈lle
4
Casella, George
3
Crépon, Bruno
3
Dalalyan, Arnak S.
3
Hardouin, C.
3
Lieberman, Offer
3
Léorat, Guillaume
3
Salanié, Bernard
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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
9
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CORE discussion paper : DP
2
Working paper series
2
CEBI working paper series : working paper
1
Cowles Foundation discussion paper
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Department of Economics discussion paper series / University of Oxford
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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1
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
Bayesian optimal adaptive estimation using a sieve prior
Arbel, Julyan
;
Gayraud, Ghislaine
;
Rousseau, Judith
-
2013
Persistent link: https://www.econbiz.de/10010342727
Saved in:
3
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:
4
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:
5
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:
6
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
7
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:
8
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
9
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
Saved in:
10
Adaptive minimax testing in the discrete regression scheme
Gayraud, Ghislaine
;
Pouet, Christophe
-
2003
Persistent link: https://www.econbiz.de/10001900020
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