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subject:"Time series analysis"
subject:"Wechselkurs"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Wechselkurs
Estimation theory
42
Schätztheorie
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22
Estimation
9
Schätzung
9
Structural break
9
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Pittis, Nikitas
10
Caporale, Guglielmo Maria
8
Urga, Giovanni
7
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5
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2
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Caporale, Guglielmo M.
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1
Robertson, D.
1
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1
Wickens, Michael
1
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1
Winograd, Carlos D.
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Discussion paper / Centre for Economic Forecasting
Journal of econometrics
311
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Economics letters
140
Discussion paper / Tinbergen Institute
103
Econometric reviews
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of time series econometrics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The econometrics journal
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Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
2
Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions : a survey of the theoretical literature
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978643
Saved in:
3
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650908
Saved in:
4
Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions : a survey of the theoretical literature
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000651145
Saved in:
5
Money demand under regime shifts : an analysis of the M1 aggregate for Argentina 1900 - 1992
Urga, Giovanni
;
Winograd, Carlos D.
-
1997
Persistent link: https://www.econbiz.de/10000952835
Saved in:
6
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
7
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Maria
;
Pittis, Nikitas
;
Prodromidis, Kyprianos
-
1997
Persistent link: https://www.econbiz.de/10000628623
Saved in:
8
Money demand under regime shifts : an analysis of the M1 aggregate for Argentina 1900 - 1992
Urga, Giovanni
;
Winograd, Carlos
-
1997
Persistent link: https://www.econbiz.de/10000618446
Saved in:
9
Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1996
Persistent link: https://www.econbiz.de/10000951490
Saved in:
10
Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1996
Persistent link: https://www.econbiz.de/10000618445
Saved in:
11
Persistence in macroeconomic time series : is it a model invariant property?
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1996
Persistent link: https://www.econbiz.de/10000561689
Saved in:
12
Persistence in macroeconomic time series : is it a model invariant property?
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1996
Persistent link: https://www.econbiz.de/10000929119
Saved in:
13
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
14
Looking for structural breaks in co-integrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000910189
Saved in:
15
Modelling UK trade : an exercise in sequential structural break procedures
Banerjee, Anindya
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000914501
Saved in:
16
Modelling UK trade : an exercise in sequential structural break procedures
Banerjee, Anindya
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000561651
Saved in:
17
Signal extraction and estimation of a trend : a Monte Carlo study
Boone, Laurence
;
Hall, Stephen G.
-
1995
Persistent link: https://www.econbiz.de/10000561684
Saved in:
18
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
19
Modelling the Sterling-Deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo M.
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147725
Saved in:
20
Modelling the Sterling-Deutschemark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000914052
Saved in:
21
Interpreting cointegrating vectors and common stochastic trends
Wickens, Michael
-
1993
Persistent link: https://www.econbiz.de/10000137130
Saved in:
22
Testing for nonlinearity in daily German stock returns
Funke, Michael
-
1993
Persistent link: https://www.econbiz.de/10000142708
Saved in:
23
Some strange properties of panel data estimators
Robertson, D.
;
Symons, J.
-
1990
Persistent link: https://www.econbiz.de/10000130872
Saved in:
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