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institution:"Federal Reserve Bank of Cleveland"
subject:"Wechselkurs"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Income hypothesis"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Income hypothesis
Theorie
Estimation theory
19
Schätztheorie
17
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8
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8
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5
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Brooks, Chris
2
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1
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1
Hunter, J.
1
Keller, Joachim G.
1
Patterson, Kerry D.
1
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Federal Reserve Bank of Cleveland
Centre for Quantitative Economics & Computing
Ekonomiska forskningsinstitutet <Stockholm>
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Umeå universitet
21
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20
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
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Federal Reserve System / Division of Research and Statistics
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Analytical Finance <Århus>
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Centre for Microdata Methods and Practice <London>
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Deutsche Forschungsgemeinschaft
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Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
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Universitetet i Oslo / Økonomisk institutt
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
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Shakai-Keizai-Kenkyūsho <Osaka>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Discussion papers in quantitative economics and computing / E
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Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
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1
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
2
Maximum likelihood in the frequency domain : the importance of time-to-plan
Christiano, Lawrence J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582782
Saved in:
3
The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
-
1998
Persistent link: https://www.econbiz.de/10001351113
Saved in:
4
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
5
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
6
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000931962
Saved in:
7
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
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