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subject:"Simulation"
type_genre:"Bibliography included"
~person:"Francq, Christian"
~person:"Lee, Lung-fei"
~subject:"Statistischer Test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Simulation
Statistischer Test
Estimation theory
89
Schätztheorie
89
Autocorrelation
29
Autokorrelation
29
Regional economics
24
Regionalökonomik
24
Räumliche Interaktion
24
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24
Maximum likelihood estimation
23
Maximum-Likelihood-Schätzung
23
Theorie
20
Theory
20
ARCH model
18
ARCH-Modell
18
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16
Panel study
16
Estimation
15
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15
Method of moments
12
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12
Spatial autoregressive model
9
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7
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5
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English
10
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Francq, Christian
Lee, Lung-fei
Bera, Anil K.
11
Baltagi, Badi H.
10
Dufour, Jean-Marie
10
Khalaf, Lynda
10
Shi, Xiaoxia
10
Cai, Zongwu
9
Sun, Yixiao
9
Andrews, Donald W. K.
8
Chen, Yi-ting
8
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8
Phillips, Peter C. B.
8
Su, Liangjun
8
Guggenberger, Patrik
7
Kleibergen, Frank
7
Kristensen, Dennis
7
White, Halbert
7
Canay, Ivan A.
6
Demetrescu, Matei
6
Doğan, Osman
6
Escanciano, Juan Carlos
6
Fu, Michael
6
Hsu, Yu-Chin
6
Jin, Sainan
6
Kao, Chihwa
6
Pesaran, M. Hashem
6
Taṣpınar, Süleyman
6
Wagner, Martin
6
Andrews, Isaiah
5
Bugni, Federico A.
5
Fang, Ying
5
Hill, Jonathan B.
5
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5
Hsiao, Cheng
5
Kuan, Chung-ming
5
Leybourne, Stephen James
5
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5
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5
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Journal of econometrics
7
Econometric theory
2
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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All
ECONIS (ZBW)
10
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1
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
2
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei
;
Lee, Lung-fei
- In:
Econometric theory
37
(
2021
)
3
,
pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
Saved in:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
GEL estimation and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
Saved in:
5
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
6
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
7
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:
8
A smooth likelihood simulator for dynamic disequilibrium models
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001219976
Saved in:
9
Simulation estimation of dynamic switching regression and dynamic disequilibrium models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 179-204
Persistent link: https://www.econbiz.de/10001219990
Saved in:
10
Asymptotic bias in simulated maximum likelihood estimation of discrete choice models
Lee, Lung-fei
- In:
Econometric theory
11
(
1995
)
3
,
pp. 437-483
Persistent link: https://www.econbiz.de/10001186558
Saved in:
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