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subject:"Schätzung"
subject:"Theory"
~person:"Cressie, Noel A. C."
~person:"Zakoïan, Jean-Michel"
~type_genre:"Government document"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Schätzung
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Estimation theory
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8
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8
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6
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Cressie, Noel A. C.
Zakoïan, Jean-Michel
Härdle, Wolfgang
63
Pesaran, M. Hashem
41
Franses, Philip Hans
31
Phillips, Peter C. B.
26
Gouriéroux, Christian
25
Swanson, Norman R.
25
Gao, Jiti
23
Maravall Herrero, Agustín
23
Imbens, Guido
22
Linton, Oliver
22
Kapetanios, George
21
Heckman, James J.
20
Marcellino, Massimiliano
20
Cai, Zongwu
19
Kohn, Robert
19
Diebold, Francis X.
18
McAleer, Michael
18
Stahlecker, Peter
18
Lechner, Michael
17
Robert, Christian P.
17
Angrist, Joshua D.
16
Kleibergen, Frank
16
Spokojnyj, Vladimir G.
16
Giles, David E. A.
15
Newey, Whitney K.
15
Sheather, Simon J.
15
Breitung, Jörg
14
Koop, Gary
14
Scaillet, Olivier
14
Francq, Christian
13
Giles, Judith A.
13
Koopman, Siem Jan
13
Lucas, André
13
Lütkepohl, Helmut
13
Mammen, Enno
13
Schorfheide, Frank
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
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1
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
2
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:
3
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:
4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
5
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:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
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:
8
Spatial mixture models based on exponential family conditional distributions
Kaiser, Mark S.
;
Cressie, Noel A. C.
;
Lee, Jae-hyung
-
2000
Persistent link: https://www.econbiz.de/10001470622
Saved in:
9
Spatial statistics applied to environmental problems in the life and medical sciences
Cressie, Noel A. C.
-
1999
Persistent link: https://www.econbiz.de/10001391157
Saved in:
10
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:
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