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person:"Ullah, Aman"
subject:"Theory"
~person:"Zakoïan, Jean-Michel"
~subject:"Heteroskedastizität"
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Estimation theory
125
Schätztheorie
125
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46
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24
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24
Nichtparametrisches Verfahren
22
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22
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Ullah, Aman
Zakoïan, Jean-Michel
Phillips, Peter C. B.
72
Härdle, Wolfgang
71
Pesaran, M. Hashem
58
Gouriéroux, Christian
51
Newey, Whitney K.
50
Andrews, Donald W. K.
49
Franses, Philip Hans
42
Swanson, Norman R.
42
Lütkepohl, Helmut
36
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
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Robinson, Peter M.
32
Baltagi, Badi H.
31
Heckman, James J.
30
Horowitz, Joel
29
King, Maxwell L.
27
Kohn, Robert
27
Li, Qi
26
Ohtani, Kazuhiro
26
Bera, Anil K.
25
Brännäs, Kurt
25
Diebold, Francis X.
25
Dufour, Jean-Marie
25
Granger, C. W. J.
25
Sun, Yixiao
25
Wooldridge, Jeffrey M.
25
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Winkelmann, Rainer
23
Robert, Christian P.
22
Spokojnyj, Vladimir G.
22
Srivastava, Virendra K.
22
Vella, Francis
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hausman, Jerry A.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Economics letters
4
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4
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2
Econometric reviews
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2
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2
Annales d'économie et de statistique
1
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Journal de la Société de Statistique de Paris
1
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1
Journal of empirical finance
1
Panel data econometrics : theoretical contributions and empirical applications
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
7
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:
8
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
9
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:
10
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
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