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~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Gregory, Allan W."
~person:"Scaillet, Olivier"
~subject:"Theory"
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Theory
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Theorie
6
Estimation theory
5
Schätztheorie
5
Simulation
4
Statistical theory
4
Statistische Methodenlehre
4
Credit risk
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1973-1981
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Gregory, Allan W.
Scaillet, Olivier
Clark, Todd E.
4
Rolle, Jean-Daniel
4
Dijk, Dick van
3
Dijk, Herman K. van
3
Engle, Robert F.
3
Flores, Carlos
3
Fong, Duncan K. H.
3
Ghysels, Eric
3
Koop, Gary
3
Leybourne, Stephen James
3
Marcellino, Massimiliano
3
Perron, Pierre
3
Racine, Jeffrey
3
Rossi, Barbara
3
Silvapulle, Paramsothy
3
Taylor, Robert
3
West, Mike
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Arnold, Steven F.
2
Bolton, Gary E.
2
Cameron, Adrian Colin
2
Carrasco, Marine
2
Casarin, Roberto
2
Chen, Xuan
2
Cheung, Yin-Wong
2
Chib, Siddhartha
2
Christiano, Lawrence J.
2
Diebold, Francis X.
2
Donald, Stephen G.
2
Flores-Lagunes, Alfonso
2
Goos, Peter
2
Hall, Alastair R.
2
Hansen, Bruce E.
2
Horváth, Lajos
2
Kalli, Maria
2
Li, Guodong
2
Li, Wai Keung
2
Lian, Heng
2
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Swiss Finance Institute Research Paper
10
Research paper series / Swiss Finance Institute
9
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
6
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
CORE discussion paper : DP
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Discussion paper / Department of Economics, University of Canterbury
1
Economics letters
1
FAME research paper series
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper / International Center for Financial Asset Management and Engineering
1
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ECONIS (ZBW)
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1
Indirect inference, nuisance parameter, and threshold moving average models
Guay, Alain
;
Scaillet, Olivier
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 122-132
Persistent link: https://www.econbiz.de/10001728845
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2
Testing for cointegration in linear quadratic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
3
,
pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
Saved in:
3
Calibration as testing : inference in simulated macroeconomic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 297-303
Persistent link: https://www.econbiz.de/10001108816
Saved in:
4
Testing long-run properties of stationary time series
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 287-295
Persistent link: https://www.econbiz.de/10001108817
Saved in:
5
A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
Saved in:
6
Testing for forecast consensus
Gregory, Allan W.
;
Smith, Gregor W.
;
Yetman, James
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10001543435
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