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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH-Modell"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
ARCH-Modell
Cointegration
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
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Francq, Christian
7
Zakoïan, Jean-Michel
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Robert, Christian P.
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Casella, George
2
Abowd, John M.
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Ango Nze, Patrick
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Bertail, Patrice
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Bertholon, Henri
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Guilloux, Agathe
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Haziza, David
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Horváth, Lajos
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Kirmani, Syed N. U. A.
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Malongo, Hassan
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Marin, Jean-Michel
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Monfort, Alain
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Pegoraro, Fulvio
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Politis, Dimitris N.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
156
Economics letters
64
Econometric theory
62
Econometric reviews
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
48
Econometrics : open access journal
33
Statistics in transition : an international journal of the Polish Statistical Association
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
The econometrics journal
31
Applied economics letters
28
CREATES research paper
28
Economic modelling
28
Applied economics
26
Journal of the American Statistical Association : JASA
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of economics and financial issues : IJEFI
21
International journal of forecasting
21
Cowles Foundation discussion paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of empirical finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
18
Journal of time series econometrics
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NBER Working Paper
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Journal of financial econometrics
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Finance research letters
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Working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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CESifo working papers
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Computational economics
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Discussion paper series / IZA
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Journal of applied econometrics
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
3
Improved variance estimation for balanced samples drawn via the Cube method
Breidt, F. Jay
;
Chauvet, Guilliaume
-
2010
Persistent link: https://www.econbiz.de/10009406004
Saved in:
4
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
5
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
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
A note on sampling and estimation in the presence of cut-off sampling
Haziza, David
;
Chauvet, Guillaume
;
Deville, Jean-Claude
-
2008
Persistent link: https://www.econbiz.de/10003870875
Saved in:
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