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subject:"Schätzung"
type_genre:"Article in journal"
~person:"MacDonald, Ronald"
~person:"Pesaran, M. Hashem"
~subject:"Forecast"
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Schätzung
Forecast
Theorie
155
Theory
155
Rational expectations
24
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24
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23
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22
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22
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MacDonald, Ronald
Pesaran, M. Hashem
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Gupta, Rangan
27
Kumbhakar, Subal
25
Serletis, Apostolos
25
Pierdzioch, Christian
23
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18
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18
Moosa, Imad A.
16
Chang, Tsangyao
14
Creedy, John
14
Engsted, Tom
14
Franses, Philip Hans
14
Bollerslev, Tim
13
Fabozzi, Frank J.
13
Peel, David
13
Taylor, Mark P.
13
Apergēs, Nikolaos
12
Ghysels, Eric
12
Koopman, Siem Jan
12
Phillips, Peter C. B.
12
Tsionas, Efthymios G.
12
Tzavalis, Elias
12
Blundell, Richard W.
11
Chan, Joshua
11
Jawadi, Fredj
11
Koop, Gary
11
McAleer, Michael
11
Ruelke, Jan-Christoph
11
Timmermann, Allan
11
Wang, Yudong
11
Wirjanto, Tony S.
11
Asai, Manabu
10
Belzil, Christian
10
Brooks, Robert
10
Chavas, Jean-Paul
10
Marcellino, Massimiliano
10
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10
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Journal of applied econometrics
4
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3
Journal of international financial markets, institutions & money
3
Applied financial economics
2
Open economies review
2
Econometric reviews
1
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1
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
1
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1
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1
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1
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1
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
27
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1
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
2
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
3
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
4
Real exchange rates, the trade balance and net foreign assets : long-run relationships and measures of misalignment
Zhang, Guangfeng
;
MacDonald, Ronald
- In:
Open economies review
25
(
2014
)
4
,
pp. 635-653
Persistent link: https://www.econbiz.de/10010411939
Saved in:
5
A new approach to tests of pricing-to-market
Byrne, Joseph P.
;
MacDonald, Ronald
;
Kortava, Ekaterina
- In:
Journal of international money and finance
32
(
2013
),
pp. 654-667
Persistent link: https://www.econbiz.de/10009733483
Saved in:
6
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
7
Markov switching regimes in a monetary exchange rate model
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Economic modelling
22
(
2005
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
Saved in:
8
Filtering the BEER : a permanent and transitory decomposition
Clark, Peter Bentley
;
MacDonald, Ronald
- In:
Global finance journal
15
(
2004
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10002125850
Saved in:
9
Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony
;
Lee, Kevin C.
;
Pesaran, M. Hashem
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
Saved in:
10
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès
;
Larribeau, Sophie
;
MacDonald, …
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Saved in:
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