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subject:"Estimation theory"
person:"Giles, David E. A."
~person:"Zakoïan, Jean-Michel"
~person:"Steel, Mark F. J."
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Estimation theory
Theorie
177
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177
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79
Time series analysis
31
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31
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17
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17
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15
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Giles, David E. A.
Zakoïan, Jean-Michel
Steel, Mark F. J.
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
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25
Diebold, Francis X.
25
Granger, C. W. J.
25
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25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Kleibergen, Frank
20
Lee, Lung-fei
20
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20
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Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Discussion paper / Center for Economic Research, Tilburg University
9
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Discussion paper
4
CORE discussion paper : DP
3
Econometric reviews
3
Annales d'économie et de statistique
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Oxford bulletin of economics and statistics
2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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)
79
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1
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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
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
8
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:
9
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:
10
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:
11
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
12
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
13
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
14
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:
15
Numerical tools for the Bayesian analysis of stochastic frontier models
Osiewalski, Jacek
- In:
Journal of productivity analysis
10
(
1998
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10001247309
Saved in:
16
On the dangers of modelling through continuous distributions : a Bayesian perspective
Fernández, Carmen
;
Steel, Mark F. J.
-
1997
Persistent link: https://www.econbiz.de/10000953846
Saved in:
17
Multivariate student-T regression models : pitfalls and inference
Fernández, Carmen
;
Steel, Mark F. J.
-
1997
Persistent link: https://www.econbiz.de/10000956245
Saved in:
18
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
19
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:
20
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
21
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001217204
Saved in:
22
On the use panel data in stochastic frontier models with improper priors
Fernández, Carmen
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 169-193
Persistent link: https://www.econbiz.de/10001220058
Saved in:
23
Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.
;
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168401
Saved in:
24
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
25
On Bayesian inference under sampling from scale mixtures of normals
Fernández, Carmen
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000932549
Saved in:
26
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
27
On Bayesian modelling of FAT tails and skewness
Fernández, Carmen
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000941276
Saved in:
28
Robust Bayesian inference on scale parameters
Fernández, Carmen
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000941287
Saved in:
29
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
30
On the estimation of demand systems through consumption efficiency
Ley, Eduardo
- In:
The review of economics and statistics
78
(
1996
)
3
,
pp. 539-543
Persistent link: https://www.econbiz.de/10001204245
Saved in:
31
The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
Saved in:
32
Inference robustness in multivariate models with a scale parameter
Fernández, Carmen
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1995
Persistent link: https://www.econbiz.de/10000907457
Saved in:
33
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
34
Inference robustness in multivariate models with a scale parameter
Fernández, Carmen
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1995
Persistent link: https://www.econbiz.de/10000912110
Saved in:
35
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:
36
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
Saved in:
37
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
38
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
- In:
Economics letters
44
(
1994
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001164051
Saved in:
39
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:
40
A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptical models
Koop, Gary
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001167027
Saved in:
41
Estimating end-use demand : a Bayesian approach
Bauwens, Luc
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001167109
Saved in:
42
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:
43
Price indices : systems estimation and tests
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 219-225
Persistent link: https://www.econbiz.de/10001177285
Saved in:
44
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
Saved in:
45
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:
46
Robust Bayesian inference in elliptical regression models
Osiewalski, Jacek
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 345-363
Persistent link: https://www.econbiz.de/10001142519
Saved in:
47
Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A.
- In:
Journal of economic surveys
7
(
1993
)
2
,
pp. 145-197
Persistent link: https://www.econbiz.de/10001143844
Saved in:
48
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
- In:
Economics letters
41
(
1993
)
4
,
pp. 339-343
Persistent link: https://www.econbiz.de/10001144910
Saved in:
49
The Goldfeld-Quandt test : a re-consideration of the "one third" rule of thumb
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10001147603
Saved in:
50
Regression models under competing covariance structures : a Bayesian perspective
Osiewalski, Jacek
- In:
Annales d'économie et de statistique
(
1993
),
pp. 65-79
Persistent link: https://www.econbiz.de/10001183863
Saved in:
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