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subject:"Theory"
type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric reviews"
~type_genre:"Article in journal"
~type_genre:"Glossar enthalten"
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Theory
Großbritannien
15
United Kingdom
15
Theorie
12
Estimation
7
Schätzung
7
Japan
5
Cointegration
3
Deutschland
3
Exchange rate
3
France
3
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3
Kointegration
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Stochastic process
3
Stochastischer Prozess
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Time series analysis
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US dollar
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Kanada
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Nichtparametrisches Verfahren
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Article
12
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Collection of articles of several authors
Article in journal
Glossar enthalten
Aufsatz in Zeitschrift
12
Rezension
1
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English
12
Author
All
Franses, Philip Hans
2
Baltagi, Badi H.
1
Bos, Charles S.
1
Cubadda, Gianluca
1
Engel, Charles
1
Hafner, Christian M.
1
Li, Qi
1
Mahieu, Ronald J.
1
Mark, Nelson C.
1
Martin, Gael M.
1
Moon, Hyungsik Roger
1
Paap, Richard
1
Perron, Benoit
1
Psaradakis, Zacharias G.
1
Shephard, Neil G.
1
Steel, Mark F. J.
1
Tims, Ben
1
Tran, Kien C.
1
Tsionas, Efthymios G.
1
Tzavalis, Elias
1
West, Kenneth D.
1
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Econometric reviews
The economic journal : the journal of the Royal Economic Society
125
Applied economics
75
Oxford economic papers
60
Scottish journal of political economy : the journal of the Scottish Economic Society
58
Oxford bulletin of economics and statistics
55
Economica
46
The Manchester School of Economic and Social Studies
38
Journal of applied econometrics
30
Journal of international money and finance
28
Economics letters
26
The Manchester School
23
Applied financial economics
22
Bulletin of economic research
20
Economic modelling
20
Journal of banking & finance
20
Oxford review of economic policy
20
Journal of forecasting
19
European economic review : EER
18
The journal of industrial economics
17
Journal of money, credit and banking : JMCB
16
Quarterly bulletin / Bank of England
16
The European journal of finance
15
Cambridge journal of economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of economic dynamics & control
14
National Institute economic review
14
Journal of macroeconomics
13
Labour : review of labour economics and industrial relations
13
The review of economic studies
13
Fiscal studies : the journal of the Institute for Fiscal Studies
12
International journal of finance & economics : IJFE
12
Journal of econometrics
11
Journal of monetary economics
11
Journal of public economics
11
The American economic review
11
The journal of real estate finance and economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of forecasting
10
International journal of the economics of business
10
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ECONIS (ZBW)
12
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1
Factor model forecasts of exchange rates
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
- In:
Econometric reviews
34
(
2015
)
1/2
,
pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
Saved in:
2
Local GMM estimation of semiparametric panel data with smooth coefficient models
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003943402
Saved in:
3
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
4
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
Saved in:
5
A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
Saved in:
6
Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
Saved in:
7
Common features in time series with both deterministic and stochastic seasonality
Cubadda, Gianluca
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001596583
Saved in:
8
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
Saved in:
9
Estimation of econometric models with nonparametrically specified risk terms
Baltagi, Badi H.
;
Li, Qi
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 445-460
Persistent link: https://www.econbiz.de/10001620906
Saved in:
10
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
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