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~subject:"Estimation theory"
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Estimation theory
Theory
96
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71
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57
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55
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43
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40
exact test
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English
68
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Dufour, Jean-Marie
65
Khalaf, Lynda
11
Beaulieu, Marie-Claude
9
Coudin, Elise
7
Kiviet, J. F.
5
Pelletier, Denis
5
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4
Ahsan, Nazmul
2
Bouhaddioui, Chafik
2
Campbell, Bryan
2
Dagenais, Marcel G.
2
Doko Tchatoka, Firmin
2
Hall, Alastair R.
2
Hallin, Marc
2
Jouini, Tarek
2
Kang, Byunguk
2
Valéry, Pascale
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Takano, Masaya
1
Trognon, Alain
1
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1
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1
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1
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1
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5
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4
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4
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4
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3
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3
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2
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2
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2
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2
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2
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2
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2
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1
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Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part a
1
Economics letters
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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1
Model reliability
1
Productivity and Inequality
1
The Canadian journal of economics
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Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and flexible Modeling : Part A
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ECONIS (ZBW)
69
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1
Practical methods for modeling weak VARMA processes : identification, estimation and specification with a macroeconomic application
Dufour, Jean-Marie
;
Pelletier, Denis
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1140-1152
Persistent link: https://www.econbiz.de/10013539468
Saved in:
2
Backtesting value-at-risk : a duration-based approach
Christoffersen, Peter F.
;
Pelletier, Denis
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 84-108
Persistent link: https://www.econbiz.de/10002214210
Saved in:
3
Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.
;
Pelletier, Denis
- In:
Econometric theory
27
(
2011
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
Saved in:
4
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
5
A stochastic price duration model for estimating high-frequency volatility
Pelletier, Denis
;
Wei, Wei
-
2024
Persistent link: https://www.econbiz.de/10015338802
Saved in:
6
Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie
-
1995
Persistent link: https://www.econbiz.de/10001513075
Saved in:
7
[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Dufour, Jean-Marie
- In:
The Canadian journal of economics
28
(
1995
)
3
,
pp. 718-721
Persistent link: https://www.econbiz.de/10001347494
Saved in:
8
Recursive stability analysis : the demand for money during the German hyperinflation
Dufour, Jean-Marie
- In:
Model reliability
,
(pp. 18-61)
.
1986
Persistent link: https://www.econbiz.de/10001274969
Saved in:
9
Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie
- In:
Journal of econometrics
37
(
1988
)
2
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
Saved in:
10
On estimators of the disturbance variance in econometric models : some general small-sample results on Bias and the existence of moments
Dufour, Jean-Marie
-
1985
Persistent link: https://www.econbiz.de/10011844359
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