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~person:"Francq, Christian"
~subject:"Asymmetric information"
~subject:"Estimation theory"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Asymmetric information
Estimation theory
Theorie
Theory
20
Schätztheorie
9
Time series analysis
8
Zeitreihenanalyse
8
ARCH model
7
ARCH-Modell
7
ARMA model
4
ARMA-Modell
4
Markov chain
4
Markov-Kette
4
Statistical test
3
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3
Capital income
2
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2
Kapitaleinkommen
2
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2
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2
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2
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2
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2
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Alpha-stable distribution
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1
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1
GARCH innovations
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GEV distribution
1
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Induktive Statistik
1
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1
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1
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20
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9
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20
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Francq, Christian
Beladi, Hamid
164
Pestieau, Pierre
160
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
135
Gouriéroux, Christian
130
Nijkamp, Peter
130
Turnovsky, Stephen J.
126
Tirole, Jean
124
Marjit, Sugata
121
Cremer, Helmuth
119
Broll, Udo
118
Mukherjee, Arijit
118
Färe, Rolf
116
Long, Ngo Van
116
Lambertini, Luca
114
Frey, Bruno S.
112
Acemoglu, Daron
111
Laporte, Gilbert
110
Cheng, T. C. E.
106
Jarrow, Robert A.
106
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Miceli, Thomas J.
101
Devereux, Michael B.
100
Stiglitz, Joseph E.
100
Kumbhakar, Subal
99
Gersbach, Hans
98
Shogren, Jason F.
97
Quiggin, John C.
96
Michel, Philippe
95
Franses, Philip Hans
94
Gupta, Rangan
94
Chao, Chi-Chur
93
Lien, Da-hsiang Donald
93
Sappington, David Edward Michael
93
Bossert, Walter
91
Andersen, Torben M.
90
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Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Econometric theory
4
Journal of econometrics
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
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ECONIS (ZBW)
20
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1
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
2
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
3
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
4
Intrinsic liquidity in conditional volatility models
Darolles, Serge
;
LeFol, Gaëlle
;
Francq, Christian
; …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
Saved in:
5
Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
Saved in:
6
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
7
QML estimation of a class of multivariate asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
28
(
2012
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10009520966
Saved in:
8
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
9
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
10
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
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