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subject:"Theory"
subject:"USA"
~person:"Kohn, Robert"
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Estimation theory"
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Theory
USA
Estimation theory
99
Schätztheorie
99
Theorie
48
Time series analysis
24
Zeitreihenanalyse
24
ARCH model
23
ARCH-Modell
23
Estimation
15
Schätzung
15
Bayes-Statistik
13
Bayesian inference
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Regression analysis
9
Regressionsanalyse
9
Stochastic process
9
Stochastischer Prozess
9
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8
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8
Volatility
8
Volatilität
8
Börsenkurs
6
Heteroscedasticity
6
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6
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6
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6
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6
Simulation
6
Statistical distribution
6
Statistische Verteilung
6
Autocorrelation
5
Autokorrelation
5
France
4
Frankreich
4
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4
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4
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33
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15
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33
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15
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7
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7
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English
46
French
2
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Kohn, Robert
Zakoïan, Jean-Michel
Härdle, Wolfgang
68
Pesaran, M. Hashem
62
Phillips, Peter C. B.
57
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
37
McAleer, Michael
37
Swanson, Norman R.
36
Imbens, Guido
35
Baltagi, Badi H.
30
Heckman, James J.
30
Robinson, Peter M.
30
Diebold, Francis X.
29
Horowitz, Joel
29
Li, Qi
27
Bera, Anil K.
26
King, Maxwell L.
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Granger, C. W. J.
25
Maravall Herrero, Agustín
25
Dufour, Jean-Marie
24
Krämer, Walter
24
Stahlecker, Peter
24
Ullah, Aman
23
Winkelmann, Rainer
23
Wooldridge, Jeffrey M.
23
Kleibergen, Frank
22
Robert, Christian P.
22
Srivastava, Virendra K.
22
White, Halbert
22
Angrist, Joshua D.
21
Ghysels, Eric
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
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Working paper series
16
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
Journal of econometrics
5
CORE discussion paper : DP
2
Econometric theory
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / School of Economics, The University of New South Wales
1
Econometric reviews
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
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
48
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48
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1
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
2
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:
3
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
4
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:
5
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
6
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:
7
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
8
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:
9
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:
10
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:
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