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subject:"Theory"
~person:"Zakoïan, Jean-Michel"
~subject:"Sampling"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Estimation theory
24
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Zakoïan, Jean-Michel
Härdle, Wolfgang
59
Pesaran, M. Hashem
37
Franses, Philip Hans
29
Imbens, Guido
27
Phillips, Peter C. B.
26
Gouriéroux, Christian
25
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Heckman, James J.
20
Kohn, Robert
20
Brännäs, Kurt
19
Robert, Christian P.
19
Angrist, Joshua D.
18
Stahlecker, Peter
18
Andrews, Donald W. K.
17
Spokojnyj, Vladimir G.
17
Giles, David E. A.
16
Kleibergen, Frank
16
McAleer, Michael
16
Sheather, Simon J.
16
Diebold, Francis X.
15
Newey, Whitney K.
15
Winkelmann, Rainer
15
Scaillet, Olivier
14
Giles, Judith A.
13
Schorfheide, Frank
13
Abberger, Klaus
12
Arnold, Bernhard
12
Bera, Anil K.
12
Breitung, Jörg
12
Chernozhukov, Victor
12
Dufour, Jean-Marie
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Kiviet, J. F.
12
Lucas, André
12
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12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
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
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:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
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:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
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:
6
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:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
9
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
10
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
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