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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"
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Search: subject_exact:"Estimation theory"
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Estimation theory
23
Schätztheorie
23
Theorie
17
Theory
17
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Time series analysis
3
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2
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1987-1993
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23
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Blundell, Richard W.
Gayraud, Ghislaine
Zakoïan, Jean-Michel
Gouriéroux, Christian
26
Robert, Christian P.
19
Francq, Christian
13
Monfort, Alain
12
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
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
10
Econometric theory
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion papers in economics
4
CORE discussion paper : DP
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 applied econometrics
3
Quantitative economics : QE ; journal of the Econometric Society
3
Cowles Foundation Discussion Paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Working paper series
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Annals of economics and statistics
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
Economics letters
1
Handbook of financial time series
1
IFS working paper
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Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
NBER Working Paper
1
Research in economics : an international review of economics
1
Série des documents de travail
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Institute for Fiscal Studies / Institute for Fiscal Studies
1
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ECONIS (ZBW)
23
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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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