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subject:"Exchange rate"
subject:"Probability theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Probability theory
Estimation theory
985
Schätztheorie
985
Theorie
395
Theory
395
Time series analysis
135
Zeitreihenanalyse
135
Estimation
110
Schätzung
108
Regression analysis
94
Regressionsanalyse
94
Panel
92
Panel study
92
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Statistical test
46
Statistischer Test
46
Autocorrelation
36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
Bias
29
Panel data
29
Systematischer Fehler
29
Sampling
26
Stichprobenerhebung
26
Correlation
25
Forecasting model
25
Korrelation
25
Maximum likelihood estimation
25
Prognoseverfahren
25
Maximum-Likelihood-Schätzung
24
Statistical distribution
24
Statistical theory
24
Statistische Methodenlehre
24
Statistische Verteilung
24
Volatility
24
Volatilität
24
USA
23
United States
23
Kleinste-Quadrate-Methode
21
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English
25
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Godfrey, L. G.
2
Taylor, Larry W.
2
Beckmann, Joscha
1
Burke, Simon P.
1
Cecen, A. A.
1
Czudaj, Robert
1
Davidson, James E. H.
1
Dheeriya, Prakash L.
1
Erkal, Cahit
1
Farchione, Davide
1
Gradojevic, Nikola
1
Harrison, Michael J.
1
Honda, Yuzo
1
Kabaila, Paul
1
Kulkarni, Sujata
1
Mainzer, Rheanna
1
McDonald, James B.
1
McNelis, Paul D.
1
Moon, Choon-geol
1
Mozharovskyi, Pavlo
1
Nawata, Kazumitsu
1
Neftci, Salih N.
1
Orme, Chris D.
1
Parikh, Ashok K.
1
Paul, M. Thomas
1
Peel, David
1
Perera, Nelson
1
Quah, Danny
1
Siddiqui, Sikandar
1
Srivastava, M. S.
1
Tauchen, George Eugene
1
Tinaikar, Durgesh S.
1
Vogler, Jan
1
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Economics letters
Journal of foreign exchange and international finance : JFEIF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of econometrics
30
Discussion paper / Tinbergen Institute
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Statistics in transition : an international journal of the Polish Statistical Association
16
Discussion paper / Center for Economic Research, Tilburg University
13
Econometric reviews
12
European journal of operational research : EJOR
11
International journal of forecasting
11
NBER Working Paper
11
Order statistics: applications
11
Econometric theory
10
Report / Econometric Institute, Erasmus University Rotterdam
10
Insurance / Mathematics & economics
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
International journal of economics and financial issues : IJEFI
8
Journal of applied econometrics
8
Statistical papers
8
Discussion paper
7
Technical working paper / National Bureau of Economic Research
7
The review of economic studies
7
Economic modelling
6
International economic journal
6
Journal of international money and finance
6
NBER technical working paper series
6
Operations research letters
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Working paper / National Bureau of Economic Research, Inc.
6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cowles Foundation discussion paper
5
IMF working paper
5
Journal of forecasting
5
Mathematics Preprint Archive
5
NBER working paper series
5
Applied economics
4
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ECONIS (ZBW)
25
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1
Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples
Mozharovskyi, Pavlo
;
Vogler, Jan
- In:
Economics letters
148
(
2016
),
pp. 87-90
Persistent link: https://www.econbiz.de/10011619891
Saved in:
2
The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
Kabaila, Paul
;
Mainzer, Rheanna
;
Farchione, Davide
- In:
Economics letters
131
(
2015
),
pp. 12-15
Persistent link: https://www.econbiz.de/10011422500
Saved in:
3
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
4
Frequency domain analysis of foreign exchange order flows
Gradojevic, Nikola
- In:
Economics letters
115
(
2012
)
1
,
pp. 73-76
Persistent link: https://www.econbiz.de/10009615315
Saved in:
5
A non-linear error correction mechanism based on the bilinear model
Peel, David
- In:
Economics letters
58
(
1998
)
2
,
pp. 165-170
Persistent link: https://www.econbiz.de/10001235588
Saved in:
6
A qualitative threshold model of daily exchange rate movements
Siddiqui, Sikandar
- In:
Economics letters
59
(
1998
)
2
,
pp. 243-248
Persistent link: https://www.econbiz.de/10001241422
Saved in:
7
Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence
Cecen, A. A.
- In:
Economics letters
51
(
1996
)
3
,
pp. 323-329
Persistent link: https://www.econbiz.de/10001200985
Saved in:
8
Monetary policy and exchange rates in selected Asian countries : a cointegration approach
Perera, Nelson
- In:
Journal of foreign exchange and international finance : …
8
(
1994
)
3
,
pp. 318-328
Persistent link: https://www.econbiz.de/10001186350
Saved in:
9
Cointegration, error correction and dollar, pound exchange rate
Parikh, Ashok K.
- In:
Journal of foreign exchange and international finance : …
7
(
1993
)
2
,
pp. 157-168
Persistent link: https://www.econbiz.de/10001154816
Saved in:
10
A comparison of the forecast efficiency of autoregressive exchange rate models
Dheeriya, Prakash L.
- In:
Journal of foreign exchange and international finance : …
6
(
1992
)
4
,
pp. 401-410
Persistent link: https://www.econbiz.de/10001147004
Saved in:
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