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subject:"Theory"
person:"Ullah, Aman"
~person:"Zakoïan, Jean-Michel"
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Estimation theory
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24
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Ullah, Aman
Zakoïan, Jean-Michel
Härdle, Wolfgang
68
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57
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53
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
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42
Newey, Whitney K.
42
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35
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35
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29
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26
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26
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25
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25
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25
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25
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24
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24
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24
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24
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23
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23
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22
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22
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22
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21
Hahn, Jinyong
21
Hsiao, Cheng
21
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21
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20
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Journal of quantitative economics : official journal of the Indian Econometric Society
6
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6
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4
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
46
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1
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
2
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:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
4
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:
5
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
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
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
Saved in:
8
Finite sample properties of FGLS estimator for random-effects model under non-normality
Ullah, Aman
;
Huang, Xiao
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 67-89)
.
2006
Persistent link: https://www.econbiz.de/10003331427
Saved in:
9
A nonparametric random effects estimator
Henderson, Daniel J.
;
Ullah, Aman
- In:
Economics letters
88
(
2005
)
3
,
pp. 403-407
Persistent link: https://www.econbiz.de/10003035733
Saved in:
10
Uses of entropy and divergence measures for econometric approximations and inference
Ullah, Aman
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 313-326
Persistent link: https://www.econbiz.de/10001651313
Saved in:
11
Handbook of applied econometrics and statistical inference
Ullah, Aman
(
ed.
);
Wan, Alan T. K.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001653280
Saved in:
12
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
13
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
14
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:
15
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
16
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
17
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
Saved in:
18
Estimating partially linear panel data models with one-way error components
Li, Qi
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001240679
Saved in:
19
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
20
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:
21
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
22
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
23
The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 369-395
Persistent link: https://www.econbiz.de/10001204698
Saved in:
24
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
25
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Saved in:
26
The coefficient of determination and its adjusted version in linear regression models
Srivastava, Anil K.
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001180040
Saved in:
27
Efficiency properties of some estimators in pooling time-series and cross-section data
Srivastava, Virendra K.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10001196305
Saved in:
28
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
29
Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001162306
Saved in:
30
Modèles autorégressifs à seuils multiples
Zakoïan, Jean-Michel
- In:
Annales d'économie et de statistique
(
1994
),
pp. 23-56
Persistent link: https://www.econbiz.de/10001183740
Saved in:
31
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
32
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
33
Modèles ARCH : une revue de la littérature
Zakoïan, Jean-Michel
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10001128098
Saved in:
34
Rao's score test in econometrics
Bera, Anil K.
;
Ullah, Aman
-
1991
Persistent link: https://www.econbiz.de/10000821164
Saved in:
35
Contributions to econometric theory and application : essays in honour of A. L. Nagar
Dutta, Jaysari
;
Ullah, Aman
-
1990
Persistent link: https://www.econbiz.de/10000080631
Saved in:
36
Evaluation of the two-stage least squares distribution function by Imhof's procedure
Cribbett, P. F.
- In:
Journal of quantitative economics : official journal of …
5
(
1989
)
1
,
pp. 91-96
Persistent link: https://www.econbiz.de/10001078696
Saved in:
37
Semiparametric and nonparametric econometrics
Ullah, Aman
(
ed.
)
-
1989
Persistent link: https://www.econbiz.de/10014002743
Saved in:
38
The positive-part Stein-rule estimator and tests of linear hypotheses
Ullah, Aman
- In:
Economics letters
1
(
1988
),
pp. 49-51
Persistent link: https://www.econbiz.de/10001042726
Saved in:
39
Estimation of a probability density function with applications to nonparametric inference in econometrics
Ullah, Aman
- In:
Anvesak : journal of the Sardar Patel Institute of …
18
(
1988
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001101385
Saved in:
40
Nonparametric kernel estimation of econometric parameters
Ullah, Aman
- In:
Journal of quantitative economics : official journal of …
4
(
1988
)
1
,
pp. 81-87
Persistent link: https://www.econbiz.de/10001057087
Saved in:
41
The econometric analysis of models with risk terms
Pagan, Adrian R.
- In:
Journal of applied econometrics
3
(
1988
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001078434
Saved in:
42
Non-parametric estimation of econometric functionals
Ullah, Aman
- In:
The Canadian journal of economics
21
(
1988
)
3
,
pp. 625-658
Persistent link: https://www.econbiz.de/10001055808
Saved in:
43
Non-parametric Monte Carlo density estimation of rational expectations estimators and their t-ratios
Power, Simon
;
Ullah, Aman
-
1987
Persistent link: https://www.econbiz.de/10000887762
Saved in:
44
Specification analysis in special rational distributed lag and other dynammic models
Maasoumi, Esfandiar
- In:
Journal of quantitative economics : official journal of …
3
(
1987
)
2
,
pp. 203-211
Persistent link: https://www.econbiz.de/10001056476
Saved in:
45
Estimation of linear models with moving average disturbances
Ullah, Aman
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
1
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001056712
Saved in:
46
Specification analysis of econometric models
Ullah, Aman
- In:
Journal of quantitative economics : official journal of …
1
(
1985
)
2
,
pp. 187-209
Persistent link: https://www.econbiz.de/10001056921
Saved in:
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