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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
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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
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Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935360
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Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - In: Journal of econometrics 189 (2015) 2, pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
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Explosive bubble modelling by noncausal process
Gouriéroux, Christian; Zakoïan, Jean-Michel - 2013
Persistent link: https://www.econbiz.de/10009753198