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person:"Brännäs, Kurt"
subject:"Theorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Statistical distribution"
~type:"article"
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Theorie
Statistical distribution
Estimation theory
36
Schätztheorie
36
Theory
16
ARCH model
15
ARCH-Modell
15
Time series analysis
14
Zeitreihenanalyse
14
Estimation
8
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8
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5
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5
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Brännäs, Kurt
Zakoïan, Jean-Michel
Phillips, Peter C. B.
34
Andrews, Donald W. K.
31
Newey, Whitney K.
29
Li, Qi
26
Gouriéroux, Christian
25
Baltagi, Badi H.
24
Pesaran, M. Hashem
23
Ohtani, Kazuhiro
22
Krämer, Walter
21
Ullah, Aman
21
Giles, David E. A.
20
Horowitz, Joel
20
King, Maxwell L.
20
Wooldridge, Jeffrey M.
20
McAleer, Michael
19
Lee, Lung-fei
18
Robinson, Peter M.
18
Granger, C. W. J.
17
Linton, Oliver
17
Hahn, Jinyong
16
Srivastava, Virendra K.
16
Bera, Anil K.
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Dufour, Jean-Marie
14
Ghysels, Eric
14
Hendry, David F.
14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
McDonald, James B.
14
Rilstone, Paul
14
Smith, Richard J.
14
White, Halbert
14
Bai, Jushan
13
Franses, Philip Hans
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
Imbens, Guido
13
Powell, James
13
Fan, Yanqin
12
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Count data autoregression modelling
2
Econometric theory
2
Annales d'économie et de statistique
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 econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
Proceedings of the Second Würzburg-Umeå Conference in Statistics : Bayerische Julius-Maximilians-Universität Würzburg, May 18 - 21, 1992
1
Statistical papers
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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
Saved in:
4
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10001620901
Saved in:
5
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
6
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Count data autoregression modelling
,
(pp. 1-20)
.
1999
Persistent link: https://www.econbiz.de/10001424834
Saved in:
7
A new approach to modelling and forecasting monthly guest nights in hotels
Brännäs, Kurt
;
Hellström, Jörgen
;
Nordström, Jonas
- In:
Count data autoregression modelling
,
(pp. 1-12)
.
1999
Persistent link: https://www.econbiz.de/10001424840
Saved in:
8
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
Saved in:
9
Panel data regression for counts
Brännäs, Kurt
- In:
Statistical papers
37
(
1996
)
3
,
pp. 191-213
Persistent link: https://www.econbiz.de/10001204330
Saved in:
10
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Saved in:
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