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subject:"Estimation theory"
subject:"USA"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Broze, Laurence"
~person:"White, Halbert"
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Estimation theory
USA
Schätztheorie
5
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Forecast
1
Interest rate
1
Investitionsrisiko
1
Investment risk
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Portfolio selection
1
Portfolio-Management
1
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1
Statistical distribution
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5
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Broze, Laurence
White, Halbert
Gouriéroux, Christian
26
Robert, Christian P.
19
Zakoïan, Jean-Michel
16
Francq, Christian
13
Monfort, Alain
12
Jasiak, Joann
11
Guégan, Dominique
10
Bertail, Patrice
9
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Fermanian, Jean-David
6
Gautier, Eric
6
Guerre, Emmanuel
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Bellec, Pierre
4
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Gayraud, Ghislaine
4
Ghysels, Eric
4
Lardjane, Salim
4
Lieberman, Offer
4
Mabon, Gwennae͏̈lle
4
Smith, Richard J.
4
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Dalalyan, Arnak S.
3
Dauxois, Jean-Yves
3
Doukhan, Paul
3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Department of Economics, University of California San Diego
21
Journal of econometrics
12
Econometric theory
11
Boston College working papers in economics
5
CORE discussion paper : DP
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Discussion paper
2
Econometrics : open access journal
2
Economics letters
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working papers in economics
2
Advances in econometrics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Economics, University of California / Department of Economics, University of California
1
Discussion paper series / LSE Financial Markets Group
1
Econometric Society monographs
1
Econometric reviews
1
Econométrie non linéaire asymptotique
1
Essays in honor of Jerry Hausman
1
Essays in honor of Peter C. B. Phillips
1
Finance research letters
1
Handbook of economic forecasting ; 1
1
IHS economics series : working paper
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Reihe Ökonomie
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report series / Stanford Institute for Theoretical Economics, Stanford University
1
The economic journal : the journal of the Royal Economic Society
1
Working Papers in Economics, Department of Poilitical Economy, the Johns Hopkins University
1
Working Papers in Economics, Department of Political Economy, the Johns Hopkins University
1
Working paper series / European Central Bank
1
[Discussion paper / Department of Economics, University of California] / Department of Economics, University of California
1
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ECONIS (ZBW)
5
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1
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
-
2002
Persistent link: https://www.econbiz.de/10001720937
Saved in:
2
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
3
Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
Broze, Laurence
;
Gouriéroux, Christian
-
1995
Persistent link: https://www.econbiz.de/10000919516
Saved in:
4
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
5
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
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