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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Estimation theory
236
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236
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198
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63
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63
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Gouriéroux, Christian
40
Zakoïan, Jean-Michel
20
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19
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17
Monfort, Alain
17
Guégan, Dominique
15
Jasiak, Joann
13
Comte, Fabienne
11
Bertail, Patrice
9
Fermanian, Jean-David
8
Guerre, Emmanuel
8
Renault, Eric
8
Cybakov, Aleksandr B.
7
Doukhan, Paul
7
Patilea, Valentin
7
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6
Gagliardini, Patrick
6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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4
Lardjane, Salim
4
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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2,055
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1,390
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889
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884
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808
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725
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663
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575
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550
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421
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407
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
395
CEMMAP working papers / Centre for Microdata Methods and Practice
383
Journal of financial economics
367
Journal of the American Statistical Association : JASA
362
Journal of economic dynamics & control
353
Finance research letters
348
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346
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
335
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324
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312
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307
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302
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294
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289
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
277
Oxford bulletin of economics and statistics
274
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271
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270
CREATES research paper
268
The review of financial studies
265
Energy economics
264
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ECONIS (ZBW)
289
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1
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
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2
Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A.
-
1993
Persistent link: https://www.econbiz.de/10000874754
Saved in:
3
Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.
;
Guégan, Dominique
-
1993
Persistent link: https://www.econbiz.de/10000879083
Saved in:
4
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Bardet, Jean-Marc
;
Doukhan, Paul
;
León, José-Raphael
-
2005
Persistent link: https://www.econbiz.de/10003333894
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
6
On semiparametric M-estimation in single-index regression
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002553921
Saved in:
7
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
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
The general asymptotic behavior of estimators of the box-cox model for integrated times series
Guerre, Emmanuel
-
1995
Persistent link: https://www.econbiz.de/10000921097
Saved in:
10
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
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