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subject:"Wechselkurs"
type:"article"
~isPartOf:"Theoretical economics letters"
~subject:"Kointegration"
~subject:"Sampling"
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Estimation theory
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Theoretical economics letters
Journal of econometrics
110
Economics letters
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric reviews
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Statistics in transition : an international journal of the Polish Statistical Association
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Applied economics letters
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Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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International journal of economics and financial issues : IJEFI
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Journal of applied econometrics
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The econometrics journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Oxford bulletin of economics and statistics
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International journal of economics and finance
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The review of economics and statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of forecasting
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Journal of empirical finance
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Journal of time series econometrics
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Metrika : international journal for theoretical and applied statistics
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CBN journal of applied statistics
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Computational economics
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Essays in honor of Joon Y. Park : econometric theory
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European journal of operational research : EJOR
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International economic journal
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International journal of production research
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Journal of macroeconomics
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Research in international business and finance
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The Indian journal of economics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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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:
2
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:
3
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:
4
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:
5
Relevance of twin deficit hypotheses : an econometric analysis with reference to India
Suresh, K. G.
;
Gautam, Vikas
- In:
Theoretical economics letters
5
(
2015
)
2
,
pp. 304-311
Persistent link: https://www.econbiz.de/10011396480
Saved in:
6
Note on fully modified estimation for three-regime threshold cointegration model
Wang, Chien-Ho
- In:
Theoretical economics letters
4
(
2014
)
6
,
pp. 506-512
Persistent link: https://www.econbiz.de/10010530796
Saved in:
7
Stationary vector autoregressive representation of error correction models
Kim, Yun-yeong
- In:
Theoretical economics letters
2
(
2012
)
2
,
pp. 152-156
Persistent link: https://www.econbiz.de/10009702454
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