//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Brännäs, Kurt"
subject:"Theorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Statistical distribution"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Statistical distribution
Stochastic process
Estimation theory
90
Schätztheorie
90
Theory
48
Time series analysis
35
Zeitreihenanalyse
35
ARCH model
24
ARCH-Modell
24
Estimation
19
Schätzung
19
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Schweden
11
Sweden
11
Forecasting model
9
Prognoseverfahren
9
Risikomaß
8
Risk measure
8
Autocorrelation
7
Autokorrelation
7
Börsenkurs
7
Share price
7
Simulation
7
Volatility
7
Volatilität
7
Stochastischer Prozess
6
Arbeitslosigkeit
4
France
4
Frankreich
4
Heteroscedasticity
4
Heteroskedastizität
4
Measurement
4
Messung
4
Statistische Verteilung
4
Unemployment
4
Dauer
3
Duration
3
Impact assessment
3
more ...
less ...
Online availability
All
Free
8
Undetermined
3
Type of publication
All
Book / Working Paper
37
Article
20
Type of publication (narrower categories)
All
Graue Literatur
37
Non-commercial literature
37
Arbeitspapier
30
Working Paper
30
Article in journal
17
Aufsatz in Zeitschrift
17
Amtsdruckschrift
7
Government document
7
Aufsatz im Buch
3
Book section
3
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
55
French
2
Author
All
Brännäs, Kurt
Zakoïan, Jean-Michel
Phillips, Peter C. B.
79
Härdle, Wolfgang
75
Pesaran, M. Hashem
57
Gouriéroux, Christian
53
McAleer, Michael
52
Andrews, Donald W. K.
48
Newey, Whitney K.
44
Franses, Philip Hans
42
Swanson, Norman R.
42
Giles, David E. A.
37
Imbens, Guido
36
Heckman, James J.
33
Robinson, Peter M.
32
Kohn, Robert
31
Horowitz, Joel
30
Linton, Oliver
29
Baltagi, Badi H.
28
Dufour, Jean-Marie
28
King, Maxwell L.
28
Ullah, Aman
28
Li, Qi
27
Bera, Anil K.
26
Diebold, Francis X.
26
Krämer, Walter
26
Lucas, André
26
Ohtani, Kazuhiro
26
Granger, C. W. J.
25
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Steel, Mark F. J.
24
Winkelmann, Rainer
24
Wooldridge, Jeffrey M.
24
Koopman, Siem Jan
23
Robert, Christian P.
23
Spokojnyj, Vladimir G.
23
White, Halbert
23
Ghysels, Eric
22
Hahn, Jinyong
22
more ...
less ...
Institution
All
Umeå universitet
9
Umeå Universitet / Institutionen för Nationalekonomi
4
Published in...
All
Umeå economic studies
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Journal of econometrics
4
CORE discussion paper : DP
2
Count data autoregression modelling
2
Econometric theory
2
Working paper series
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
1
Discussion paper series / IZA
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
International journal of forecasting
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
Meddelanden från Svenska Handelshögskolan
1
Proceedings of the Second Würzburg-Umeå Conference in Statistics : Bayerische Julius-Maximilians-Universität Würzburg, May 18 - 21, 1992
1
Statistical papers
1
Série des documents de travail
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
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
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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
Simultaneity in the multivariate count data autoregressive model
Brännäs, Kurt
-
2013
Persistent link: https://www.econbiz.de/10010227357
Saved in:
7
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
Saved in:
8
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
9
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
10
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->