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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Economic modelling"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Volatilität"
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Exchange rate
Nonparametric statistics
Schätzung
Volatilität
Estimation theory
142
Schätztheorie
142
Estimation
53
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
21
Theorie
20
Theory
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Volatility
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Cointegration
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Kointegration
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Statistical test
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Statistischer Test
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Kumar, Dilip
4
Maheswaran, S.
3
Caporale, Guglielmo Maria
2
Chauveau, Thierry
2
Pittis, Nikitas
2
Topol, Richard
2
Zhang, ZhengYu
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Acocella, Nicola
1
Ali, Faek Menla
1
Alleva, Giorgio
1
Amini, Shahram
1
Argov, Eyal
1
Arndt, Channing
1
Battisti, Michele
1
Beqiraj, Elton
1
Bhaskara Rao, Buddhavarapu
1
Boccanfuso, Dorothée
1
Boughrara, Adel
1
Bu, Ruijun
1
Castillo B., Paul
1
Chatelain, Jean-Bernard
1
Chen, Feng
1
Chen, Zhihong
1
Cheng, Jie
1
Chiu, Sheng-hsiung
1
Demetrescu, Matei
1
Deng, Wen-Shuenn
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Dridi, Ichrak
1
Duarte, Cláudia
1
Felici, Francesco
1
Feng, Yuanhua
1
Figueiredo, Francisco Marcos Rodrigues
1
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1
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Document de travail de l'OFCE
Economic modelling
Journal of econometrics
522
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
224
Economics letters
182
CEMMAP working papers / Centre for Microdata Methods and Practice
147
Econometric reviews
134
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Discussion paper series / IZA
85
Discussion paper / Tinbergen Institute
76
NBER Working Paper
68
Applied economics letters
66
Working paper / Department of Econometrics and Business Statistics, Monash University
64
NBER working paper series
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
Quantitative economics : QE ; journal of the Econometric Society
57
Discussion papers of interdisciplinary research project 373
56
Journal of applied econometrics
56
Applied economics
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
SFB 649 discussion paper
47
Working paper / National Bureau of Economic Research, Inc.
47
IZA Discussion Paper
45
Working paper
45
International journal of forecasting
43
Cowles Foundation discussion paper
42
CREATES research paper
41
Journal of banking & finance
41
Discussion paper
39
European journal of operational research : EJOR
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
38
Econometrics : open access journal
37
CESifo working papers
36
Econometrics papers
35
Journal of empirical finance
35
Computational economics
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
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ECONIS (ZBW)
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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
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
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
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
6
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:
7
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:
8
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:
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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