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subject:"Theory"
~person:"Franses, Philip Hans"
~person:"Zakoïan, Jean-Michel"
~subject:"USA"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Theory
USA
Estimation theory
79
Schätztheorie
79
Theorie
43
Time series analysis
37
Zeitreihenanalyse
37
ARCH model
11
ARCH-Modell
11
Estimation
8
Schätzung
8
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7
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7
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6
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6
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4
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4
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1987-1993
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2
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22
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43
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43
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43
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43
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7
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7
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English
43
Author
All
Franses, Philip Hans
Zakoïan, Jean-Michel
Härdle, Wolfgang
58
Pesaran, M. Hashem
37
Gouriéroux, Christian
25
Phillips, Peter C. B.
25
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Kleibergen, Frank
18
Stahlecker, Peter
18
Diebold, Francis X.
17
Giles, David E. A.
17
McAleer, Michael
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Angrist, Joshua D.
16
Sheather, Simon J.
15
Winkelmann, Rainer
15
Newey, Whitney K.
14
Andrews, Donald W. K.
13
Giles, Judith A.
13
Scaillet, Olivier
13
Abberger, Klaus
12
Arnold, Bernhard
12
Breitung, Jörg
12
Dufour, Jean-Marie
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Robinson, Peter M.
12
Vella, Francis
12
Bera, Anil K.
11
Feng, Yuanhua
11
Kilian, Lutz
11
Kiviet, J. F.
11
Lucas, André
11
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European University Institute / Department of Economics
1
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Report / Econometric Institute, Erasmus University Rotterdam
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Discussion paper / Tinbergen Institute
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
CORE discussion paper : DP
2
Econometric Institute research papers
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
EUI working paper / ECO
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
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ECONIS (ZBW)
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1
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
3
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:
4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
5
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:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
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:
8
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
9
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
10
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:
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