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isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~person:"Francq, Christian"
~person:"Hong, Han"
~person:"Schmidt, Peter"
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Schätztheorie
Estimation theory
29
ARCH model
10
ARCH-Modell
10
Estimation
8
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8
Time series analysis
7
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7
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Francq, Christian
Hong, Han
Schmidt, Peter
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
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11
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10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
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Kristensen, Dennis
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Li, Degui
9
Pesaran, M. Hashem
9
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8
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8
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8
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8
Ng, Serena
8
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8
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8
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Econometric theory
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
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Journal of productivity analysis
4
Cowles Foundation discussion paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Handbook of financial time series
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International economic review
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Oxford bulletin of economics and statistics
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P / the Rand Corporation
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Quantitative economics : QE ; journal of the Econometric Society
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Special issue on panel data analysis
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Statistics : textbooks and monographs
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Testing integration and cointegration
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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
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:
3
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
4
An econometric approach to the estimation of multi-level models
Yang, Yimin
;
Schmidt, Peter
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 532-543
Persistent link: https://www.econbiz.de/10012618588
Saved in:
5
BLP estimation using Laplace transformation and overlapping simulation draws
Hong, Han
;
Li, Huiyu
;
Li, Jessie
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10012619341
Saved in:
6
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:
7
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:
8
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:
9
A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
Gallant, A. Ronald
;
Hong, Han
;
Khwaja, Ahmed
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10011974601
Saved in:
10
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
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