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subject:"Exchange rate"
subject:"France"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Estimation theory"
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Exchange rate
France
Cointegration
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
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18
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Stochastischer Prozess
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VAR-Modell
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Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Rahbek, Anders
2
Bohn Nielsen, Heino
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hubrich, Kirstin
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Nielsen, Frank
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Teräsvirta, Timo
1
Varneskov, Rasmus Tangsgaard
1
Velasco, Carlos
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CREATES research paper
Journal of econometrics
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Econometric reviews
27
Econometric theory
25
Economics letters
25
Discussion paper / Tinbergen Institute
24
Economic modelling
20
Applied economics letters
19
Econometrics : open access journal
18
International journal of economics and financial issues : IJEFI
17
Cowles Foundation discussion paper
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Applied economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of applied econometrics
11
The econometrics journal
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
International journal of economics and finance
10
NBER Working Paper
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Cowles Foundation Discussion Paper
9
Oxford bulletin of economics and statistics
9
Discussion paper / Centre for Economic Forecasting
8
Annales d'économie et de statistique
7
Discussion papers / Department of Economics, University of Copenhagen
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of forecasting
7
Journal of forecasting
7
Journal of time series econometrics
7
Queen's Economics Department working paper
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Theoretical economics letters
7
Working paper series
7
CESifo working papers
6
Discussion paper
6
Discussion paper / Department of Economics, University of California San Diego
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion paper series / Department of Economics, Columbia University
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ECONIS (ZBW)
15
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1
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
4
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
5
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
6
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
7
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
Saved in:
8
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
9
Fractional cointegration rank estimation
Lasak, Katarzyna
;
Velasco, Carlos
-
2013
Persistent link: https://www.econbiz.de/10009719162
Saved in:
10
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
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