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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~person:"Breitung, Jörg"
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Schätztheorie
8
Theorie
6
Theory
6
Time series analysis
3
Zeitreihenanalyse
3
1987-1993
1
Börsenkurs
1
Einheitswurzeltest
1
Estimation
1
France
1
Frankreich
1
Interest rate
1
Markov chain
1
Markov-Kette
1
Schätzung
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Unit root test
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English
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Breitung, Jörg
Zakoïan, Jean-Michel
Gouriéroux, Christian
13
Robert, Christian P.
12
Guégan, Dominique
7
Monfort, Alain
6
Francq, Christian
5
Philippe, Anne
5
Berred, Alexandre M.
4
Comte, Fabienne
4
Guerre, Emmanuel
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Billio, Monica
3
Broze, Laurence
3
Darolles, Serge
3
Ghysels, Eric
3
Hardouin, C.
3
Léorat, Guillaume
3
Scaillet, Olivier
3
Smith, Richard J.
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Butucea, Cristina
2
Casella, George
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Renault, Eric
2
Rousseau, Judith
2
Touzi, Nizar
2
Adda, Jérôme
1
Babsiri, Mohamed el
1
Baraud, Yannick
1
Berger, James O.
1
Bertail, Patrice
1
Bisaglia, Luisa
1
Bolduc, Denis
1
Bonneu, M.
1
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Journal of econometrics
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Econometric theory
7
Discussion papers of interdisciplinary research project 373
6
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
4
CORE discussion paper : DP
3
Econometric reviews
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Working paper series
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Applied economics
1
Beiträge zur angewandten Wirtschaftsforschung
1
CEIS Working Paper
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Economie & prévision : EP
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of financial time series
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
Schriften zur angewandten Ökonometrie
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Statistical papers
1
Série des documents de travail
1
Tübinger Diskussionsbeitrag
1
Tübinger Diskussionsbeiträge
1
Working paper / IMK, Institut für Makroökonomie
1
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ECONIS (ZBW)
8
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1
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
2
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
3
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:
4
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
5
Rank tests for unit roots
Breitung, Jörg
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950453
Saved in:
6
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
7
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
8
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
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