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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"France"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
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France
Maximum-Likelihood-Schätzung
Statistical test
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
10
Statistische Verteilung
10
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
9
Sampling
9
Stichprobenerhebung
9
Core
8
Estimation
8
Schätzung
8
Chaos theory
7
Chaostheorie
7
Frankreich
7
Markov chain
7
Markov-Kette
7
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Bayes-Statistik
5
Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
5
Simulation
5
Statistischer Test
5
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Book / Working Paper
21
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Arbeitspapier
21
Working Paper
21
Graue Literatur
18
Non-commercial literature
18
Amtsdruckschrift
7
Government document
7
Language
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English
21
Author
All
Zakoïan, Jean-Michel
6
Francq, Christian
4
Coudin, Elise
2
Dufour, Jean-Marie
2
Gouriéroux, Christian
2
Abowd, John M.
1
Adda, Jérôme
1
Babsiri, Mohamed el
1
Berg, Gerard J. van den
1
Broze, Laurence
1
Buscha, Franz
1
Chesher, Andrew
1
D'Haultfœuille, Xavier
1
Dell, Fabien
1
Fermanian, Jean-David
1
Ferracci, Marc
1
Foncel, Jérôme
1
Holly, Alberto
1
Horváth, Lajos
1
Hristache, Marian
1
Jasiak, Joann
1
Jolivet, Grégory
1
Li, Dong
1
Ling, Shiqing
1
Maurel, Arnaud
1
Monfort, Alain
1
Page, Lionel
1
Patilea, Valentin
1
Robin, Jean-Marc
1
Rockinger, Michael
1
Salanié, Bernard
1
Smith, Richard J.
1
Speckesser, Stefan
1
Visser, Michael S.
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
228
Econometric reviews
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Economics letters
71
CEMMAP working papers / Centre for Microdata Methods and Practice
53
Econometric theory
51
Discussion paper / Tinbergen Institute
43
The econometrics journal
43
Cowles Foundation discussion paper
36
Econometrics : open access journal
27
Cowles Foundation Discussion Paper
26
Journal of the American Statistical Association : JASA
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Economic modelling
23
Quantitative economics : QE ; journal of the Econometric Society
23
CREATES research paper
20
Applied economics letters
19
NBER Working Paper
18
Working paper
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Discussion paper
16
Discussion paper series / IZA
15
Insurance / Mathematics & economics
15
CEMFI working paper
14
Computational economics
14
Discussion paper / Center for Economic Research, Tilburg University
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
European journal of operational research : EJOR
14
Journal of time series econometrics
14
Cambridge working papers in economics
13
Discussion papers of interdisciplinary research project 373
13
Statistics in transition : an international journal of the Polish Statistical Association
13
CESifo working papers
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of financial econometrics
12
NBER working paper series
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
Oxford bulletin of economics and statistics
11
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ECONIS (ZBW)
21
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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
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
4
Finite and large sample distribution-free inference in median regressions with instrumental variables
Coudin, Elise
;
Dufour, Jean-Marie
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10009406540
Saved in:
5
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:
6
Treatment evaluation in the case of interactions within markets
Ferracci, Marc
;
Jolivet, Grégory
;
Berg, Gerard J. van den
-
2009
Persistent link: https://www.econbiz.de/10003988264
Saved in:
7
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:
8
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:
9
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:
10
The effect of high school employment on educational attainment : a conditional difference-in-differences approach
Buscha, Franz
;
Maurel, Arnaud
;
Page, Lionel
; …
-
2007
Persistent link: https://www.econbiz.de/10003656249
Saved in:
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