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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Estimation theory"
~subject:"World"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Theoretisches Modell"
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Estimation theory
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570
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570
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Robert, Christian P.
17
Gouriéroux, Christian
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Zakoïan, Jean-Michel
11
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Guégan, Dominique
10
Jasiak, Joann
7
Comte, Fabienne
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Monfort, Alain
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Darolles, Serge
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Fermanian, Jean-David
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Guerre, Emmanuel
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Hristache, Marian
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Philippe, Anne
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Robin, Jean-Marc
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Rousseau, Judith
5
Scaillet, Olivier
5
Billio, Monica
4
Bosq, Denis
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Butucea, Cristina
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Delecroix, Michel
4
Lardjane, Salim
4
Bertail, Patrice
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Blundell, Richard W.
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Casella, George
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Crépon, Bruno
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Gayraud, Ghislaine
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Ghysels, Eric
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Hardouin, C.
3
Lieberman, Offer
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Léorat, Guillaume
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Patilea, Valentin
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Salanié, Bernard
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Touzi, Nizar
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2
Baraud, Yannick
2
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Clément, Emmanuelle
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
353
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192
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135
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130
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116
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88
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85
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84
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
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31
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29
Umeå economic studies
29
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28
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27
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26
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
26
Nota di lavoro / Fondazione Eni Enrico Mattei
25
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
24
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
24
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ECONIS (ZBW)
155
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1
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
2
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:
3
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
4
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:
5
Asymptotic normality of frequency polygons for random fields
Carbon, Michel
-
2008
Persistent link: https://www.econbiz.de/10003755840
Saved in:
6
Exchange rate volatility and productivity growth : the role of liability dollarization
Benhima, Kenza
-
2008
Persistent link: https://www.econbiz.de/10003755842
Saved in:
7
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
8
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
9
Product-limit estimators of the survival function with left or right censored data
Patilea, Valentin
;
Rolin, Jean-Marie
-
2004
Persistent link: https://www.econbiz.de/10002598032
Saved in:
10
On semiparametric M-estimation in single-index regression
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002553921
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