Narrow search
Showing 1 - 10 of 23
Cover Image
Collective labor supply : heterogeneity and nonparticipation
Blundell, Richard W.; Chiappori, Pierre-André; Magnac, … - 2001
Persistent link: https://www.econbiz.de/10001626948
Cover Image
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000956285
Cover Image
An iterated moment estimator for conditionally linear equation systems : a note
Blundell, Richard W.; Robin, Jean-Marc - 1993
Persistent link: https://www.econbiz.de/10000873891
Cover Image
Estimation in large and dissagregated demand systems : an estimator for conditionally linear systems
Blundell, Richard W.; Robin, Jean-Marc - 1997
Persistent link: https://www.econbiz.de/10000961964
Cover Image
A tour in the asymptotic theory of GARCH estimation
Francq, Christian; Zakoïan, Jean-Michel - 2008
Persistent link: https://www.econbiz.de/10003755834
Cover Image
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
Cover Image
Barlett's formula for non linear processes
Francq, Christian; Zakoïan, Jean-Michel - 2008
Persistent link: https://www.econbiz.de/10003755836
Cover Image
Can one really estimate nonstationary GARCH models?
Francq, Christian; Zakoïan, Jean-Michel - 2008
Persistent link: https://www.econbiz.de/10003755837
Cover Image
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
Cover Image
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353