//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~person:"Francq, Christian"
~person:"Koop, Gary"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Estimation
32
Schätzung
32
Schätztheorie
13
Theorie
12
Theory
12
Time series analysis
11
Zeitreihenanalyse
11
VAR model
10
VAR-Modell
10
Bayes-Statistik
9
Bayesian inference
9
ARCH model
8
ARCH-Modell
8
USA
7
United States
7
Volatility
7
Volatilität
7
Forecasting model
6
Prognoseverfahren
6
Risikomaß
5
Risk measure
5
Schock
5
Shock
5
Business cycle
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Konjunktur
3
Markov chain
3
Markov-Kette
3
Modellierung
3
Production function
3
Productivity
3
Produktionsfunktion
3
Produktivität
3
Scientific modelling
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Amtsdruckschrift
Aufsatz in Zeitschrift
Article in journal
13
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
13
Author
All
Francq, Christian
Koop, Gary
Kumbhakar, Subal
14
Gao, Jiti
12
Su, Liangjun
12
Tauchen, George Eugene
12
Linton, Oliver
10
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Baltagi, Badi H.
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Lee, Lung-fei
8
Li, Qi
8
Phillips, Peter C. B.
8
Ramírez, Miguel D.
8
Tsionas, Efthymios G.
8
Jochmans, Koen
7
Kapetanios, George
7
Kim, Donggyu
7
Zakoïan, Jean-Michel
7
Cai, Zongwu
6
Egger, Peter
6
Gouriéroux, Christian
6
Lesage, James P.
6
Lu, Xun
6
Park, Joon Y.
6
Parmeter, Christopher F.
6
Pesaran, M. Hashem
6
Racine, Jeffrey
6
Wang, Yazhen
6
Westerlund, Joakim
6
White, Halbert
6
Yu, Jihai
6
Baillie, Richard
5
Bollerslev, Tim
5
Caporale, Guglielmo Maria
5
Cheung, Yin-Wong
5
Escanciano, Juan Carlos
5
more ...
less ...
Published in...
All
Journal of econometrics
5
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and statistics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
2
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
3
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
4
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
5
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
6
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
7
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
8
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
9
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
10
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->