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isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~isPartOf:"CORE discussion paper : DP"
~person:"Francq, Christian"
~person:"Lewbel, Arthur"
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Schätztheorie
Estimation theory
19
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10
ARCH-Modell
10
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
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5
Schätzung
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Francq, Christian
Lewbel, Arthur
Phillips, Peter C. B.
32
Härdle, Wolfgang
25
Lee, Lung-fei
21
Linton, Oliver
21
Simar, Léopold
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Bauwens, Luc
14
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Gouriéroux, Christian
12
Park, Byeong U.
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Zakoïan, Jean-Michel
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
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9
Kristensen, Dennis
9
Li, Degui
9
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9
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9
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8
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8
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Journal of econometrics
CORE discussion paper : DP
Boston College working papers in economics
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Econometric theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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ECONIS (ZBW)
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Over-identified doubly robust identification and estimation
Lewbel, Arthur
;
Choi, Jin-young
;
Zhou, Zhuzhu
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10014434376
Saved in:
3
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
4
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
5
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
6
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
7
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
8
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
9
Identification of additive and polynomial models of mismeasured regressors without instruments
Ben-Moshe, Dan
;
D'Haultfœuille, Xavier
;
Lewbel, Arthur
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10011917184
Saved in:
10
Nonparametric errors in variables models with measurement errors on both sides of the equation
De Nadai, Michele
;
Lewbel, Arthur
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10011594309
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