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subject:"Estimation"
isPartOf:"Journal of monetary economics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
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Estimation
Estimation theory
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Journal of monetary economics
Insurance / Mathematics & economics
International journal of economics and financial issues : IJEFI
Journal of econometrics
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Economics letters
110
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1
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
The long-run money demand function : empirical evidence from Italy
Dritsaki, Chaido
;
Dritsaki, Melina
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10012151304
Saved in:
4
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
5
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
6
Sustainability of the current account : evidence from Pakistan
Ahmad, Shabbir
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 68-72
Persistent link: https://www.econbiz.de/10011786363
Saved in:
7
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
8
Boom-bust housing price dynamic : the case of Malaysia
Yip, Chee Yin
;
Woo Kok Hoong
;
Oon Kam Hoe
;
Nabihah …
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 132-138
Persistent link: https://www.econbiz.de/10011823183
Saved in:
9
Determinants of growth in SADC countries : a fixed effect vector decomposition approach
Biyase, Mduduzi
;
Rooderick, September
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 746-751
Persistent link: https://www.econbiz.de/10011833792
Saved in:
10
Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 120-129
Persistent link: https://www.econbiz.de/10011948274
Saved in:
11
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
12
Order flow and exchange rate dynamics in continuous time : new evidence from martingale regression
Guo, Zi-Yi
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 507-512
Persistent link: https://www.econbiz.de/10011789341
Saved in:
13
Estimation error of earnings information : a test of representativeness and anchoring-adjustment heuristic
In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 224-233
Persistent link: https://www.econbiz.de/10011784484
Saved in:
14
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
15
Estimation of private consumption function of Iran : autoregressive distributed lag approach to co-integration
Nikbin, Behnam
;
Panahi, Saman
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 653-659
Persistent link: https://www.econbiz.de/10011697227
Saved in:
16
The relationship between exchange rate and inflation : an empirical study of Turkey
Abdurehman, Abderezak Ali
;
Hacilar, Samet
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1454-1459
Persistent link: https://www.econbiz.de/10011775167
Saved in:
17
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
18
Modeling stock market returns under self-exciting threshold autoregressive model : evidence from West Africa
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena A.
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1194-1199
Persistent link: https://www.econbiz.de/10011698077
Saved in:
19
Persistence of individual unemployment in Indonesia : dynamic probit analysis from panel SUSENAS 2008-2010
Pasaribu, Syamsul Hidayat
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1239-1246
Persistent link: https://www.econbiz.de/10011698106
Saved in:
20
Box-Jenkins modeling of Greek stock prices data
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
5
(
2015
)
3
,
pp. 740-747
Persistent link: https://www.econbiz.de/10011454204
Saved in:
21
Incorporating big microdata in life table construction : a hypothesis-free estimator
Lledó, Josep
;
Pavia, José Manuel
;
Morillas-Jurado, …
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 138-150
Persistent link: https://www.econbiz.de/10012105528
Saved in:
22
Exports and firm productivity in Turkish manufacturing : an Olley-Pakes estimation
Arvas, M. Akif
;
Uyar, Burak
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 243-257
Persistent link: https://www.econbiz.de/10010520088
Saved in:
23
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
24
An econometric estimation and prediction of the effects of nominal devaluation on real devaluation : does the Marshal-Lerner (M-L) assumptions fits in Nigeria?
Rafindadi, Abdulkadir Abdulrashid
;
Yusof, Zarinah
- In:
International journal of economics and financial issues …
4
(
2014
)
4
,
pp. 819-835
Persistent link: https://www.econbiz.de/10010528503
Saved in:
25
Functional approximation of impulse responses
Barnichon, Regis
;
Matthes, Christian
- In:
Journal of monetary economics
99
(
2018
),
pp. 41-55
Persistent link: https://www.econbiz.de/10012109024
Saved in:
26
Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models : application to LTC insurance
Guibert, Quentin
;
Planchet, Frédéric
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 21-36
Persistent link: https://www.econbiz.de/10011929780
Saved in:
27
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Shimizu, Yasutaka
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011712403
Saved in:
28
Risk measures in a quantile regression credibility framework with Fama/French data applications
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 122-134
Persistent link: https://www.econbiz.de/10011712415
Saved in:
29
On the credibility of insurance claim frequency : generalized count models and parametric estimators
Asamoah, Kwadwo
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 339-353
Persistent link: https://www.econbiz.de/10011597320
Saved in:
30
Estimating the joint survival probabilities of married individuals
Sanders, Lisanne
;
Melenberg, Bertrand
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011457166
Saved in:
31
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Ahn, Jae Youn
;
Shyamalkumar, Nariankadu D.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 78-90
Persistent link: https://www.econbiz.de/10010366204
Saved in:
32
Kernel type estimator of the reinsurance premium for heavy-tailed loss distributions
Benkhelifa, Lazhar
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 65-70
Persistent link: https://www.econbiz.de/10010469183
Saved in:
33
Testing tail monotonicity by constrained copula estimation
Gijbels, Irène
;
Sznajder, Dominik
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10009736100
Saved in:
34
Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
Saved in:
35
A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula m...
Lopez, Olivier
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 505-516
Persistent link: https://www.econbiz.de/10009683227
Saved in:
36
Estimating generalized state density of near-extreme events and its applications in analyzing stock data
Lin, Jin-guan
;
Huang, Chao
;
Zhuang, Qing-yun
;
Zhu, Li-ping
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 13-20
Persistent link: https://www.econbiz.de/10003985370
Saved in:
37
Estimating value at risk of portfolio by conditional copula-GARCH method
Huang, Jen-jsung
;
Lee, Kuo-jung
;
Liang, Hueimei
;
Lin, Wei-fu
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 315-324
Persistent link: https://www.econbiz.de/10009517562
Saved in:
38
Estimating copula densities through wavelets
Genest, Christian
;
Masiello, Esterina
;
Tribouley, Karine
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 170-181
Persistent link: https://www.econbiz.de/10009517645
Saved in:
39
Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
Saved in:
40
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
Saved in:
41
(Fractional) beta convergence
Michelacci, Claudio
;
Zaffaroni, Paolo
- In:
Journal of monetary economics
45
(
2000
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001445796
Saved in:
42
Common and country-specific fluctuations in productivity, investment, and the current account
Gregory, Allan W.
;
Head, Allen Charles
- In:
Journal of monetary economics
44
(
1999
)
3
,
pp. 423-451
Persistent link: https://www.econbiz.de/10001434982
Saved in:
43
Bubbles, fundamentals, and investment : a multiple equation testing strategy
Chirinko, Robert S.
- In:
Journal of monetary economics
38
(
1996
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10001207449
Saved in:
44
Production function regressions, returns to scale, and externalities
Burnside, Craig
- In:
Journal of monetary economics
37
(
1996
)
2
,
pp. 177-201
Persistent link: https://www.econbiz.de/10001200591
Saved in:
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