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~person:"Francq, Christian"
~subject:"Asymmetric information"
~subject:"Estimation theory"
~subject:"Least squares method"
~type_genre:"Amtsdruckschrift"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Theoretisches Modell"
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Asymmetric information
Estimation theory
Least squares method
Theorie
20
Theory
20
Schätztheorie
12
ARCH model
8
ARCH-Modell
8
Markov chain
4
Markov-Kette
4
Time series analysis
4
Zeitreihenanalyse
4
ARMA model
3
ARMA-Modell
3
Kleinste-Quadrate-Methode
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
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Nichtlineare Regression
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Nonlinear regression
2
Autocorrelation
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Autokorrelation
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Bootstrap approach
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GARCH-MIDAS
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Heteroscedasticity
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Heteroskedastizität
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Induktive Statistik
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Moments existence
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Monte Carlo simulation
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Monte-Carlo-Simulation
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QMLE
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Residual Bootstrap
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Robust statistics
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Robustes Verfahren
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Statistical inference
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Statistical test
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Statistischer Test
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14
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Amtsdruckschrift
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14
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14
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14
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8
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Francq, Christian
Härdle, Wolfgang
57
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Vives, Xavier
29
Kerschbamer, Rudolf
28
Sutter, Matthias
27
Gouriéroux, Christian
25
Phillips, Peter C. B.
24
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Imbens, Guido
22
Razin, Asaf
21
Kohn, Robert
19
Bergemann, Dirk
18
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Kleibergen, Frank
16
McAleer, Michael
16
Zakoïan, Jean-Michel
16
Balafoutas, Loukas
15
Diebold, Francis X.
15
Gersbach, Hans
15
Giles, David E. A.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Gottardi, Piero
14
Morris, Stephen
14
Strausz, Roland
14
Giles, Judith A.
13
Newey, Whitney K.
13
Pavan, Alessandro
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Asriyan, Vladimir
12
Bannier, Christina E.
12
Guégan, Dominique
12
Huschens, Stefan
12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
14
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1
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
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3
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:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
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:
6
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
7
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
8
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
10
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
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