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subject:"Estimation"
subject:"Zeitreihenanalyse"
~person:"Li, Degui"
~person:"Lucas, André"
~person:"Zakoïan, Jean-Michel"
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Estimation
Zeitreihenanalyse
Estimation theory
147
Schätztheorie
147
Time series analysis
63
Theorie
41
Theory
41
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
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32
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32
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22
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19
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13
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73
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Li, Degui
Lucas, André
Zakoïan, Jean-Michel
Phillips, Peter C. B.
107
Gao, Jiti
93
Koopman, Siem Jan
59
Pesaran, M. Hashem
56
Linton, Oliver
53
Lütkepohl, Helmut
50
Kapetanios, George
48
Johansen, Søren
45
Franses, Philip Hans
41
Teräsvirta, Timo
41
Nielsen, Morten Ørregaard
38
Diebold, Francis X.
35
Koop, Gary
35
Cai, Zongwu
31
Stock, James H.
31
Harvey, Andrew C.
30
Härdle, Wolfgang
30
Swanson, Norman R.
30
Watson, Mark W.
29
Robinson, Peter M.
28
Engle, Robert F.
27
Sibbertsen, Philipp
27
Marcellino, Massimiliano
26
Nelson, Daniel B.
26
Taylor, Robert
26
Giraitis, Liudas
25
Peng, Bin
25
Gouriéroux, Christian
24
Haldrup, Niels
24
Maravall Herrero, Agustín
24
McAleer, Michael
24
Nielsen, Bent
24
Perron, Pierre
24
Brännäs, Kurt
23
Caporale, Guglielmo Maria
23
Schorfheide, Frank
23
Baltagi, Badi H.
22
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Discussion paper / Tinbergen Institute
13
Journal of econometrics
12
Econometric theory
4
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4
Econometric reviews
3
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3
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3
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2
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2
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2
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2
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2
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2
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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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1
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1
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1
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1
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1
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
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:
3
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
4
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
5
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
6
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
7
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:
8
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
9
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:
10
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
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