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~isPartOf:"Economics letters"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Delecroix, Michel"
~person:"Zakoïan, Jean-Michel"
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Search: subject:"Estimation"
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Estimation theory
22
Schätztheorie
22
Theorie
21
Theory
21
ARCH model
8
ARCH-Modell
8
Time series analysis
8
Zeitreihenanalyse
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
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4
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4
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3
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1987-1993
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Estimation
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English
28
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Delecroix, Michel
Zakoïan, Jean-Michel
Gouriéroux, Christian
38
Francq, Christian
21
Robert, Christian P.
20
Guégan, Dominique
15
Jasiak, Joann
15
Monfort, Alain
14
Krämer, Walter
13
Comte, Fabienne
11
Hahn, Jinyong
11
Schmidt, Peter
11
Stengos, Thanasēs
11
Ullah, Aman
11
Wooldridge, Jeffrey M.
11
Baltagi, Badi H.
10
Franses, Philip Hans
10
Hassler, Uwe
10
Tran-van-Hoa
10
Bertail, Patrice
9
Fermanian, Jean-David
9
Giles, David E. A.
9
Guerre, Emmanuel
9
Han, Chirok
9
Renault, Eric
9
Kapetanios, George
8
Patilea, Valentin
8
Cybakov, Aleksandr B.
7
D'Haultfœuille, Xavier
7
Darolles, Serge
7
Doukhan, Paul
7
Kuan, Chung-ming
7
Kumbhakar, Subal
7
Lee, Junsoo
7
Li, Qi
7
Lieberman, Offer
7
Parmeter, Christopher F.
7
Peel, David
7
Phillips, Garry D. A.
7
Robin, Jean-Marc
7
Shin, Dong-wan
7
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Economics letters
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Econometric theory
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers of interdisciplinary research project 373
4
CORE discussion paper : DP
3
Annales d'économie et de statistique
2
Economics Papers from University Paris Dauphine
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Working paper series
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy Economics
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of Econometrics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Open Access publications from Université Paris-Dauphine
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
1
Série des documents de travail
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ECONIS (ZBW)
28
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1
Multi-level conditional VaR
estimation
in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
3
Estimating the marginal law of a time series with applications to heavy tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
-
2011
Persistent link: https://www.econbiz.de/10009552653
Saved in:
4
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
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
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:
7
On semiparametric M-
estimation
in single-index regression
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002553921
Saved in:
8
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
9
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
10
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
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