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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Economic modelling"
~subject:"Bayes-Statistik"
~subject:"Schätzung"
~subject:"Volatilität"
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Exchange rate
Bayes-Statistik
Schätzung
Volatilität
Estimation theory
142
Schätztheorie
142
Estimation
53
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
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Theorie
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Kumar, Dilip
4
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3
Caporale, Guglielmo Maria
2
Chauveau, Thierry
2
Pittis, Nikitas
2
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Bhaskara Rao, Buddhavarapu
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1
Bu, Ruijun
1
Castillo B., Paul
1
Chatelain, Jean-Bernard
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Chen, Feng
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Go, Delfin S.
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Document de travail de l'OFCE
Economic modelling
Journal of econometrics
323
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Economics letters
136
Econometric reviews
77
Discussion paper / Tinbergen Institute
64
Discussion paper series / IZA
64
Applied economics letters
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NBER Working Paper
62
Working paper / Department of Econometrics and Business Statistics, Monash University
57
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
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55
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52
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / National Bureau of Economic Research, Inc.
42
Working paper
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International journal of forecasting
40
Quantitative economics : QE ; journal of the Econometric Society
40
The econometrics journal
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Econometric theory
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Journal of empirical finance
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CESifo working papers
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Discussion paper
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Journal of banking & finance
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Journal of the American Statistical Association : JASA
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Discussion papers / CEPR
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Econometrics : open access journal
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CREATES research paper
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Computational economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
SFB 649 discussion paper
25
Cambridge working papers in economics
24
Insurance / Mathematics & economics
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ECONIS (ZBW)
69
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
4
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
5
Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng
;
Mei, Chang-Lin
- In:
Economic modelling
94
(
2021
),
pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
Saved in:
6
Time-varying individual effects in a panel data probit model with an application to female labor force participation
Xin, Kai
;
Zhang, ZhengYu
;
Zhou, YaHong
;
Zhu, Pingfang
- In:
Economic modelling
95
(
2021
),
pp. 181-191
Persistent link: https://www.econbiz.de/10012695925
Saved in:
7
New nonlinear estimators of the gravity equation
Mnasri, Ayman
;
Nechi, Salem
- In:
Economic modelling
95
(
2021
),
pp. 192-202
Persistent link: https://www.econbiz.de/10012695982
Saved in:
8
Inefficiency and bank failure : a joint Bayesian estimation method of stochastic frontier and hazards models
Sanchez González, Jim
;
Restrepo-Tobón, Diego
; …
- In:
Economic modelling
95
(
2021
),
pp. 344-360
Persistent link: https://www.econbiz.de/10012696004
Saved in:
9
Inference on time-invariant variables using panel data : a pretest estimator
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Economic modelling
97
(
2021
),
pp. 157-166
Persistent link: https://www.econbiz.de/10012793313
Saved in:
10
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
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