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person:"Brännäs, Kurt"
subject:"Theorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Theorie
Statistical distribution
Estimation theory
90
Schätztheorie
90
Theory
48
Time series analysis
35
Zeitreihenanalyse
35
ARCH model
24
ARCH-Modell
24
Estimation
19
Schätzung
19
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11
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11
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11
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Brännäs, Kurt
Zakoïan, Jean-Michel
Härdle, Wolfgang
73
Phillips, Peter C. B.
66
Pesaran, M. Hashem
57
Gouriéroux, Christian
51
Andrews, Donald W. K.
44
Newey, Whitney K.
44
McAleer, Michael
43
Franses, Philip Hans
42
Swanson, Norman R.
40
Giles, David E. A.
37
Imbens, Guido
36
Robinson, Peter M.
32
Heckman, James J.
30
Horowitz, Joel
30
Baltagi, Badi H.
28
Kohn, Robert
28
Li, Qi
27
Ullah, Aman
27
Bera, Anil K.
26
Dufour, Jean-Marie
26
King, Maxwell L.
26
Krämer, Walter
26
Linton, Oliver
26
Ohtani, Kazuhiro
26
Diebold, Francis X.
25
Granger, C. W. J.
25
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Winkelmann, Rainer
24
Wooldridge, Jeffrey M.
24
Steel, Mark F. J.
23
White, Halbert
23
Hahn, Jinyong
22
Robert, Christian P.
22
Smith, Richard J.
22
Srivastava, Virendra K.
22
Angrist, Joshua D.
21
Ghysels, Eric
21
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Umeå universitet
9
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4
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Umeå economic studies
16
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11
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6
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2
Count data autoregression modelling
2
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2
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1
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1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
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1
Journal de la Société de Statistique de Paris
1
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1
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1
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1
Proceedings of the Second Würzburg-Umeå Conference in Statistics : Bayerische Julius-Maximilians-Universität Würzburg, May 18 - 21, 1992
1
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ECONIS (ZBW)
52
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11
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
12
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
13
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
14
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:
15
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:
16
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:
17
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
-
1999
Persistent link: https://www.econbiz.de/10001398529
Saved in:
18
A new approach to modelling and forecasting monthly guest nights in hotels
Brännäs, Kurt
;
Hellström, Jörgen
;
Nordström, Jonas
-
1999
Persistent link: https://www.econbiz.de/10001398533
Saved in:
19
Estimation in a duration model for evaluating educational programs
Brännäs, Kurt
-
1999
Persistent link: https://www.econbiz.de/10001446560
Saved in:
20
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:
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