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subject:"Panel study"
~person:"Zakoïan, Jean-Michel"
~subject:"Theorie"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Panel study
Theorie
Estimation theory
24
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8
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6
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Zakoïan, Jean-Michel
Pesaran, M. Hashem
79
Härdle, Wolfgang
58
Phillips, Peter C. B.
38
Baltagi, Badi H.
32
Franses, Philip Hans
29
Gao, Jiti
27
Hayakawa, Kazuhiko
26
Gouriéroux, Christian
25
Imbens, Guido
25
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Weidner, Martin
20
Brännäs, Kurt
19
Kohn, Robert
19
Windmeijer, Frank
19
Winkelmann, Rainer
19
Chudik, Alexander
18
Heckman, James J.
18
Stahlecker, Peter
18
Hsiao, Cheng
17
Kiviet, J. F.
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Angrist, Joshua D.
16
Giles, David E. A.
16
Kleibergen, Frank
16
McAleer, Michael
16
Moon, Hyungsik Roger
16
Breitung, Jörg
15
Diebold, Francis X.
15
Fernández-Val, Iván
15
Newey, Whitney K.
15
Sheather, Simon J.
15
Andrews, Donald W. K.
14
Lechner, Michael
14
Scaillet, Olivier
14
Bun, Maurice J. G.
13
Giles, Judith A.
13
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13
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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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
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1
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:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
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:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
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:
6
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:
7
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
9
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
10
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:
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