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subject:"Exchange rate"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Theoretical economics letters"
~subject:"Simulation"
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Exchange rate
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Estimation theory
650
Schätztheorie
650
Theorie
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198
Time series analysis
153
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Estimation
146
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Theoretical economics letters
Journal of econometrics
45
Economics letters
26
Econometric reviews
25
European journal of operational research : EJOR
21
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19
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15
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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
9
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9
INFORMS journal on computing : JOC
8
International journal of economics and financial issues : IJEFI
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Journal of economic dynamics & control
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7
Journal of international money and finance
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Statistics in transition : an international journal of the Polish Statistical Association
7
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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49
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
Saved in:
3
Averaged-calibration-length prediction for currency exchange rates by a time-dependent Vasicek model
Serafin, Tomasz
;
Michalak, Anna
;
Bielak, Łukasz
; …
- In:
Theoretical economics letters
10
(
2020
)
3
,
pp. 579-599
Persistent link: https://www.econbiz.de/10012492075
Saved in:
4
Testing for Dornbusch and delayed overshooting : setting the record straight
Pippenger, John E.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1489-1506
Persistent link: https://www.econbiz.de/10012104489
Saved in:
5
Unravelling the cipher of Indian rupee's volatility : testing the forecasting efficacy of the rolling symmetric and asymmetric GARCH models
Talwar, Shalini
;
Bhat, Aparna
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1188-1217
Persistent link: https://www.econbiz.de/10011888179
Saved in:
6
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
7
Heteroskedasticity-consistent covariance matrix estimators in small samples with high leverage points
Şimşek, Esra
;
Orhan, Mehmet
- In:
Theoretical economics letters
6
(
2016
)
4
,
pp. 658-677
Persistent link: https://www.econbiz.de/10011582398
Saved in:
8
On the asymptotics of stochastic restrictions
Hernández, José A.
- In:
Theoretical economics letters
6
(
2016
)
4
,
pp. 707-725
Persistent link: https://www.econbiz.de/10011582458
Saved in:
9
The finite sample performance of estimators for mediation analysis under sequential conditional independence
Huber, Martin
;
Lechner, Michael
;
Mellace, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10011691243
Saved in:
10
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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