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subject:"Exchange rate"
subject:"USA"
~isPartOf:"Journal of econometrics"
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Exchange rate
USA
Estimation
465
Schätzung
460
Estimation theory
216
Schätztheorie
216
Theorie
166
Theory
166
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
93
Panel study
93
Regression analysis
81
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Forecasting model
63
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63
Börsenkurs
54
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United States
54
Capital income
53
Kapitaleinkommen
53
Stochastic process
46
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46
Factor analysis
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Panel data
38
Bayes-Statistik
34
Bayesian inference
34
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ARCH-Modell
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Statistical test
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Statistischer Test
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Statistical distribution
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Statistische Verteilung
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Koop, Gary
3
Harvey, Andrew C.
2
Mroz, Thomas A.
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Andersen, Torben
1
Aruoba, S. Borağan
1
Ashenfelter, Orley
1
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1
Atkinson, Scott Estes
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1
Blasques, F.
1
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1
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Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Chan, Felix
1
Chernozhukov, Victor
1
Cheung, Yin-Wong
1
Chirinko, Robert S.
1
Cho, Dongchul
1
Crato, Nuno
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Cushing, Brian J.
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Das, Sanjiv R.
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DeLima, Pedro J. F.
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DeSantis, Mark
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Donald, Stephen G.
1
Dorsey, Robert Earl
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Dufour, Jean-Marie
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1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,522
Discussion paper series / IZA
424
Discussion paper / Centre for Economic Policy Research
417
Applied economics
312
CESifo working papers
196
NBER working paper series
196
Applied economics letters
172
The review of economics and statistics
170
Finance and economics discussion series
163
Journal of international money and finance
157
The American economic review
152
The journal of finance : the journal of the American Finance Association
146
Working paper
144
NBER Working Paper
135
Applied financial economics
129
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Economic modelling
107
Journal of applied econometrics
105
The review of financial studies
93
International review of economics & finance : IREF
91
Economics letters
90
Journal of money, credit and banking : JMCB
87
The journal of futures markets
85
Discussion paper
82
The North American journal of economics and finance : a journal of financial economics studies
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Southern economic journal
69
Journal of banking & finance
68
Journal of monetary economics
68
Journal of macroeconomics
67
International journal of finance & economics : IJFE
66
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
65
Journal of labor economics
61
Discussion paper / Tinbergen Institute
59
Journal of international financial markets, institutions & money
59
Kiel working paper
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ECONIS (ZBW)
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
3
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
4
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
5
Estimating turning points using large data sets
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 368-381
Persistent link: https://www.econbiz.de/10010256839
Saved in:
6
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
Saved in:
7
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
Saved in:
8
The effect of college curriculum on earnings : an affinity identifier for non-ignorable non-response bias
Hamermesh, Daniel S.
;
Donald, Stephen G.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 479-491
Persistent link: https://www.econbiz.de/10003774688
Saved in:
9
Social security and the retirement and savings behavior of low-income households
Klaauw, Wilbert van der
;
Wolpin, Kenneth I.
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 21-42
Persistent link: https://www.econbiz.de/10003775950
Saved in:
10
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
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