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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Autocorrelation"
~subject:"Korrelation"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Autocorrelation
Korrelation
Estimation theory
1,720
Schätztheorie
1,720
Theorie
391
Theory
391
Zeitreihenanalyse
333
Time series analysis
332
Nichtparametrisches Verfahren
320
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Estimation
238
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234
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100
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Lee, Lung-fei
9
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6
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5
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4
Fan, Jianqing
3
Gupta, Abhimanyu
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3
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Bai, Jushan
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Bauwens, Luc
2
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2
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2
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2
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Li, Kunpeng
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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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Document de travail de l'OFCE
Journal of econometrics
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
64
Econometric theory
42
Econometric reviews
39
Discussion paper / Tinbergen Institute
28
The econometrics journal
21
Journal of the American Statistical Association : JASA
19
Applied economics letters
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18
Cambridge working papers in economics
16
Econometrics : open access journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
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14
Economic modelling
13
International journal of forecasting
12
Journal of financial econometrics
12
Working paper / National Bureau of Economic Research, Inc.
12
CREATES research paper
11
Discussion paper
11
International journal of economics and financial issues : IJEFI
11
Journal of banking & finance
11
SFB 649 discussion paper
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Cowles Foundation Discussion Paper
10
Finance research letters
10
Journal of forecasting
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CEMMAP working papers / Centre for Microdata Methods and Practice
9
Journal of applied econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
NBER working paper series
9
Spatial economic analysis : the journal of the Regional Studies Association
9
Working paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Applied economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The European journal of finance
8
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
3
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
4
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
Saved in:
5
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
6
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
Saved in:
7
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
8
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
9
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
10
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
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