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person:"Giles, David E. A."
subject:"Estimation theory"
~person:"Stahlecker, Peter"
~person:"Zakoïan, Jean-Michel"
~subject:"Markov chain"
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Estimation theory
Markov chain
Theorie
180
Theory
180
Schätztheorie
82
Time series analysis
24
Zeitreihenanalyse
24
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17
ARCH-Modell
17
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Giles, David E. A.
Stahlecker, Peter
Zakoïan, Jean-Michel
Härdle, Wolfgang
72
Gouriéroux, Christian
57
Pesaran, M. Hashem
57
Phillips, Peter C. B.
54
Franses, Philip Hans
48
Andrews, Donald W. K.
44
Newey, Whitney K.
42
Kohn, Robert
40
Lütkepohl, Helmut
39
Swanson, Norman R.
36
Imbens, Guido
35
McAleer, Michael
35
Robert, Christian P.
32
Koop, Gary
31
Heckman, James J.
30
Horowitz, Joel
30
King, Maxwell L.
30
Robinson, Peter M.
30
Waggoner, Daniel F.
30
Baltagi, Badi H.
29
Bauwens, Luc
28
Chib, Siddhartha
28
Brännäs, Kurt
27
Diebold, Francis X.
27
Dufour, Jean-Marie
27
Lucas, André
27
Granger, C. W. J.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Elliott, Robert J.
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Steel, Mark F. J.
24
Winkelmann, Rainer
24
Billio, Monica
23
Paap, Richard
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
9
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6
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6
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5
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3
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2
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2
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
85
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1
Minimax-Schätzer, relativer quadratischer Schätzfehler und Messung der Fast-Multikollinearität im linearen Regressionsmodell
Stahlecker, Peter
;
Kröh, Peer A.
-
2020
Persistent link: https://www.econbiz.de/10012302370
Saved in:
2
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878644
Saved in:
3
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878645
Saved in:
4
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
Saved in:
5
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:
6
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
7
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
8
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:
9
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
10
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
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