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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~person:"Berred, Alexandre M."
~person:"Breitung, Jörg"
~subject:"Optionspreistheorie"
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Estimation theory
Optionspreistheorie
Schätztheorie
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Einheitswurzeltest
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Time series analysis
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Unit root test
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Berred, Alexandre M.
Breitung, Jörg
Gouriéroux, Christian
13
Robert, Christian P.
12
Guégan, Dominique
7
Zakoïan, Jean-Michel
7
Monfort, Alain
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
4
Econometric reviews
3
Econometric theory
2
Applied economics
1
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CEIS Working Paper
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Discussion paper / Tinbergen Institute
1
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
1
Economie & prévision : EP
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal of econometrics
1
Oxford bulletin of economics and statistics
1
Schriften zur angewandten Ökonometrie
1
Spatial economic analysis : the journal of the Regional Studies Association
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Statistical papers
1
Tübinger Diskussionsbeitrag
1
Tübinger Diskussionsbeiträge
1
Working paper / IMK, Institut für Makroökonomie
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ECONIS (ZBW)
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Estimation of record values
Berred, Alexandre M.
-
1996
Persistent link: https://www.econbiz.de/10000936735
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2
Rank tests for unit roots
Breitung, Jörg
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950453
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3
Sums of k-record values and the exponent of regular variation
Berred, Alexandre M.
-
1995
Persistent link: https://www.econbiz.de/10000908212
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4
K-record values and the extreme-value index
Berred, Alexandre M.
-
1994
Persistent link: https://www.econbiz.de/10000891348
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5
On the estimation of the Pareto tail-index using k-record values
Berred, Alexandre M.
-
1994
Persistent link: https://www.econbiz.de/10000891350
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