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subject:"Time series analysis"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Frankreich"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Frankreich
Maximum-Likelihood-Schätzung
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
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Statistische Verteilung
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ARCH model
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ARCH-Modell
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Maximum likelihood estimation
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Sampling
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Stichprobenerhebung
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Estimation
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Schätzung
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Chaos theory
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Chaostheorie
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France
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Graue Literatur
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Non-commercial literature
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English
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Zakoïan, Jean-Michel
9
Gouriéroux, Christian
7
Francq, Christian
6
Broze, Laurence
4
Guégan, Dominique
4
Comte, Fabienne
3
Jasiak, Joann
3
Fermanian, Jean-David
2
Guerre, Emmanuel
2
Hardouin, C.
2
Hristache, Marian
2
Monfort, Alain
2
Patilea, Valentin
2
Scaillet, Olivier
2
Abowd, John M.
1
Adda, Jérôme
1
Babsiri, Mohamed el
1
Bardet, Jean-Marc
1
Berg, Gerard J. van den
1
Billio, Monica
1
Bisaglia, Luisa
1
Breitung, Jörg
1
Burridge, Peter
1
D'Haultfœuille, Xavier
1
Darolles, Serge
1
Delecroix, Michel
1
Dell, Fabien
1
Doukhan, Paul
1
Dupuis, Jérôme A.
1
Entorf, Horst
1
Ferracci, Marc
1
Ferrara, Laurent
1
Florens, Jean-Pierre
1
Foncel, Jérôme
1
Ghysels, Eric
1
Gourieroux, Christian
1
Henry, Mark S.
1
Hili, O.
1
Holly, Alberto
1
Horváth, Lajos
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
377
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Econometric theory
166
Economics letters
159
Discussion paper / Tinbergen Institute
117
Econometric reviews
102
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
65
International journal of forecasting
64
Journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
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Econometrics : open access journal
54
NBER Working Paper
50
Journal of the American Statistical Association : JASA
48
The econometrics journal
45
Cowles Foundation discussion paper
43
Economic modelling
42
Journal of time series econometrics
42
Applied economics
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Computational economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of applied econometrics
34
EUI working paper / ECO
33
NBER working paper series
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Working paper
28
NBER technical working paper series
27
Discussion paper
26
Discussion paper / Center for Economic Research, Tilburg University
26
Journal of empirical finance
26
Oxford bulletin of economics and statistics
26
SFB 649 discussion paper
26
Working paper / National Bureau of Economic Research, Inc.
26
Working paper series
26
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Discussion paper / Centre for Economic Forecasting
24
Technical working paper / National Bureau of Economic Research
24
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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
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
4
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
5
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:
6
Treatment evaluation in the case of interactions within markets
Ferracci, Marc
;
Jolivet, Grégory
;
Berg, Gerard J. van den
-
2009
Persistent link: https://www.econbiz.de/10003988264
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
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:
9
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
10
Measuring the evolution of complex indicators theory and application to the poverty rate in France
Dell, Fabien
;
D'Haultfœuille, Xavier
-
2006
Persistent link: https://www.econbiz.de/10003390785
Saved in:
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