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subject:"Simulation"
subject:"Theory"
~person:"Gouriéroux, Christian"
~person:"Zakoïan, Jean-Michel"
~type_genre:"Forschungsbericht"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Simulation
Theory
Estimation theory
67
Schätztheorie
67
Theorie
36
Time series analysis
18
Zeitreihenanalyse
18
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
ARCH model
8
ARCH-Modell
8
Estimation
7
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7
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4
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4
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4
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4
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3
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3
Markov chain
3
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3
Portfolio selection
3
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3
Pseudo Maximum Likelihood
3
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3
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36
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Arbeitspapier
36
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36
Non-commercial literature
36
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29
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29
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7
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English
34
French
2
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Gouriéroux, Christian
Zakoïan, Jean-Michel
Härdle, Wolfgang
56
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Imbens, Guido
25
Swanson, Norman R.
25
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
22
Kohn, Robert
19
Stahlecker, Peter
19
Heckman, James J.
18
McAleer, Michael
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Scaillet, Olivier
14
Feng, Yuanhua
13
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
12
Brännäs, Kurt
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Kiviet, J. F.
12
Abberger, Klaus
11
Bera, Anil K.
11
Dufour, Jean-Marie
11
Kleijnen, Jack P. C.
11
Lechner, Michael
11
Lucas, André
11
Mammen, Enno
11
Robinson, Peter M.
11
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Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
17
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
CORE discussion paper : DP
3
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
36
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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
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
7
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
8
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
9
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
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