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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Zakoïan, Jean-Michel"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Theorie
Estimation theory
50
Schätztheorie
50
ARCH model
23
ARCH-Modell
23
Theory
23
Time series analysis
14
Zeitreihenanalyse
14
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Estimation
10
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10
Risikomaß
8
Risk measure
8
Börsenkurs
6
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Stochastischer Prozess
6
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5
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4
Frankreich
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Forecasting model
3
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3
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3
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3
VAR model
3
VAR-Modell
3
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1987-1993
2
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9
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9
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English
21
French
2
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Zakoïan, Jean-Michel
Härdle, Wolfgang
72
Pesaran, M. Hashem
58
Phillips, Peter C. B.
55
Gouriéroux, Christian
50
Franses, Philip Hans
45
Andrews, Donald W. K.
44
Newey, Whitney K.
42
McAleer, Michael
37
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Diebold, Francis X.
33
Heckman, James J.
30
Horowitz, Joel
30
Robinson, Peter M.
30
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Bera, Anil K.
24
Krämer, Walter
24
Stahlecker, Peter
24
Winkelmann, Rainer
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Kleibergen, Frank
22
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Lütkepohl, Helmut
21
Spokojnyj, Vladimir G.
21
Steel, Mark F. J.
21
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Econometric theory
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of empirical finance
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ECONIS (ZBW)
23
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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
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:
8
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:
9
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:
10
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:
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