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COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS
Lazarová, Stepána; Trapani, Lorenzo; Urga, Giovanni - In: Econometric theory 23 (2007) 1, pp. 89-105
Persistent link: https://www.econbiz.de/10007614053
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Common stochastic trends and aggregation in heterogeneous panels
Lazarová, Stěpána; Trapani, Lorenzo; Urga, Giovanni - In: Econometric theory 23 (2007) 1, pp. 89-105
Persistent link: https://www.econbiz.de/10003407424
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Estimating weak GARCH representations
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 16 (2000) 5, pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
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MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 22 (2006) 5, pp. 815-834
Persistent link: https://www.econbiz.de/10007292703
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Estimating Weak GARCH Representations
Francq, Christian; Zakoi͏̈an, Jean-Michel - In: Econometric theory 16 (2000) 5, pp. 692-728
Persistent link: https://www.econbiz.de/10006981614
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QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 28 (2011) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10009832944
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A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
Francq, Christian; Zakoi͏̈an, Jean-Michel - In: Econometric theory 21 (2005) 6, pp. 1165-1171
Persistent link: https://www.econbiz.de/10006957903
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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 39 (2023) 5, pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
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QML estimation of a class of multivariate asymmetric GARCH models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 28 (2012) 1, pp. 179-206
Persistent link: https://www.econbiz.de/10009520966