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subject:"Germany"
subject:"Zins"
~subject:"Maximum likelihood estimation"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Germany
Zins
Maximum likelihood estimation
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
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11
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11
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10
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10
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Maximum-Likelihood-Schätzung
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Monte Carlo simulation
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Zakoïan, Jean-Michel
6
Francq, Christian
4
Broze, Laurence
2
Fermanian, Jean-David
1
Foncel, Jérôme
1
Gouriéroux, Christian
1
Holly, Alberto
1
Horváth, Lajos
1
Hristache, Marian
1
Li, Dong
1
Ling, Shiqing
1
Monfort, Alain
1
Patilea, Valentin
1
Rockinger, Michael
1
Salanié, Bernard
1
Scaillet, Olivier
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Discussion paper / Tinbergen Institute
30
Economics letters
29
Econometric reviews
21
Journal of the American Statistical Association : JASA
17
Discussion paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Discussion paper series / IZA
15
Europäische Hochschulschriften / 5
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
NBER Working Paper
13
Econometric theory
11
Discussion papers of interdisciplinary research project 373
10
Economic modelling
10
Insurance / Mathematics & economics
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Applied economics
9
Computational economics
9
Econometrics : open access journal
9
European journal of operational research : EJOR
9
Schriften zur angewandten Ökonometrie
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
CESifo working papers
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CREATES research paper
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Discussion paper / Center for Economic Research, Tilburg University
8
Kieler Arbeitspapiere
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Reihe Quantitative Ökonomie : Ökon
8
Série des documents de travail
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
The econometrics journal
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics letters
7
Journal of economic dynamics & control
7
Journal of empirical finance
7
Oxford bulletin of economics and statistics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Applied financial economics
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ECONIS (ZBW)
10
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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
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
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:
7
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:
8
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
9
Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
Broze, Laurence
;
Gouriéroux, Christian
-
1995
Persistent link: https://www.econbiz.de/10000919516
Saved in:
10
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
Saved in:
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