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type_genre:"Article in journal"
~person:"Francq, Christian"
~subject:"Share price"
~subject:"Statistischer Test"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Estimation theory"
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Statistischer Test
Estimation theory
24
Schätztheorie
24
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18
Estimation
7
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7
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7
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Francq, Christian
Bera, Anil K.
11
Shi, Xiaoxia
10
Baltagi, Badi H.
9
Cai, Zongwu
9
Dufour, Jean-Marie
9
Li, Jia
9
Maheswaran, S.
9
Sun, Yixiao
9
Chen, Yi-ting
8
Perron, Pierre
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Tauchen, George Eugene
8
Andrews, Donald W. K.
7
Escanciano, Juan Carlos
7
Guggenberger, Patrik
7
Kleibergen, Frank
7
Sentana, Enrique
7
Todorov, Viktor
7
White, Halbert
7
Canay, Ivan A.
6
Demetrescu, Matei
6
Doğan, Osman
6
Hsu, Yu-Chin
6
Jin, Sainan
6
Kao, Chihwa
6
Khalaf, Lynda
6
Kim, Donggyu
6
Taṣpınar, Süleyman
6
Zakoïan, Jean-Michel
6
Andrews, Isaiah
5
Bugni, Federico A.
5
Faff, Robert W.
5
Fang, Ying
5
Hill, Jonathan B.
5
Hsiao, Cheng
5
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5
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5
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Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
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:
4
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:
5
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
6
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
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:
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