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type_genre:"Government document"
type_genre:"Graue Literatur"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Maximum likelihood estimation"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Maximum likelihood estimation
Monte Carlo simulation
Estimation theory
214
Schätztheorie
214
Theorie
154
Theory
154
Time series analysis
23
Zeitreihenanalyse
23
Nichtparametrisches Verfahren
20
Nonparametric statistics
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11
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ARCH model
9
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Statistical distribution
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Statistical theory
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Statistische Methodenlehre
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Statistische Verteilung
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Estimation
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Maximum-Likelihood-Schätzung
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Chaos theory
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Bayesian inference
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Monte-Carlo-Simulation
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Government document
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Zakoïan, Jean-Michel
6
Francq, Christian
5
Casella, George
1
Coudin, Elise
1
Cressie, Noel A. C.
1
Dufour, Jean-Marie
1
Fermanian, Jean-David
1
Foncel, Jérôme
1
Holly, Alberto
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Hong, Han
1
Horváth, Lajos
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Hristache, Marian
1
Kaiser, Mark S.
1
Lee, Jae-hyung
1
Li, Dong
1
Ling, Shiqing
1
Monfort, Alain
1
Patilea, Valentin
1
Robert, Christian P.
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Rockinger, Michael
1
Salanié, Bernard
1
Scaillet, Olivier
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
38
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Working paper / National Bureau of Economic Research, Inc.
13
Discussion paper series / IZA
12
Working paper
12
CREATES research paper
10
Série des documents de travail
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CESifo working papers
9
KBI
7
Economics working paper
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Cowles Foundation discussion paper
5
Discussion paper
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper series
5
Warwick economic research papers
5
CEMFI working paper
4
CORE discussion papers : DP
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Cardiff economics working papers
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers / CEPR
4
Discussion papers of interdisciplinary research project 373
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GRIPS discussion papers
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Staff reports / Federal Reserve Bank of New York
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CEA_372Cass working paper series
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Discussion paper / Department of Economics, University of California San Diego
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers / Department of Economics, University of Copenhagen
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Economics discussion papers
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Federal Reserve Bank of Cleveland working paper series
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IES working paper
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Les cahiers du GERAD
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Memorandum / Department of Economics, University of Oslo
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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
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:
3
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
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
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:
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
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
9
Semiparametric single-index poisson regression model with unobserved heterogeneity
Foncel, Jérôme
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002115799
Saved in:
10
A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
Persistent link: https://www.econbiz.de/10001637975
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