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type_genre:"Glossar enthalten"
type_genre:"Working Paper"
~person:"Francq, Christian"
~subject:"Estimation theory"
~subject:"World"
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Francq, Christian
Härdle, Wolfgang
56
Pesaran, M. Hashem
40
Franses, Philip Hans
31
Kilian, Lutz
27
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
23
Gouriéroux, Christian
22
Imbens, Guido
22
Heckman, James J.
20
Kleibergen, Frank
19
Kohn, Robert
19
McAleer, Michael
18
Stahlecker, Peter
18
Robert, Christian P.
17
Dreher, Axel
16
Egger, Peter
16
Levchenko, Andrei A.
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Staiger, Robert W.
15
Angrist, Joshua D.
14
Larch, Mario
14
Marchesi, Silvia
14
Zakoïan, Jean-Michel
14
Corsetti, Giancarlo
13
Giles, Judith A.
13
Newey, Whitney K.
13
Scaillet, Olivier
13
Abberger, Klaus
12
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Guégan, Dominique
12
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12
Lucas, André
12
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12
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12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE discussion paper : DP
1
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
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:
10
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
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