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~person:"Francq, Christian"
~subject:"Asymmetric information"
~subject:"Estimation theory"
~subject:"Markov-Kette"
~type_genre:"Amtsdruckschrift"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Theoretisches Modell"
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Asymmetric information
Estimation theory
Markov-Kette
Theorie
20
Theory
20
Schätztheorie
12
ARCH model
8
ARCH-Modell
8
Markov chain
4
Time series analysis
4
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3
ARMA-Modell
3
Kleinste-Quadrate-Methode
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Least squares method
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtlineare Regression
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Nonlinear regression
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Heteroscedasticity
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Heteroskedastizität
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Robust statistics
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Robustes Verfahren
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Statistical inference
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Amtsdruckschrift
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8
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Francq, Christian
Härdle, Wolfgang
59
Franses, Philip Hans
32
Pesaran, M. Hashem
32
Vives, Xavier
30
Gouriéroux, Christian
28
Kerschbamer, Rudolf
28
Kohn, Robert
27
Sutter, Matthias
27
Robert, Christian P.
26
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Imbens, Guido
22
Phillips, Peter C. B.
22
Razin, Asaf
21
Bergemann, Dirk
19
Dijk, Herman K. van
18
Heckman, James J.
18
Lütkepohl, Helmut
18
Stahlecker, Peter
18
Lucas, André
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
McAleer, Michael
16
Zakoïan, Jean-Michel
16
Balafoutas, Loukas
15
Bauwens, Luc
15
Diebold, Francis X.
15
Dijk, Dick van
15
Gersbach, Hans
15
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Gottardi, Piero
14
Morris, Stephen
14
Strausz, Roland
14
Zha, Tao
14
Brännäs, Kurt
13
Giles, Judith A.
13
Huschens, Stefan
13
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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)
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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
Saved in:
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
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
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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