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subject:"United Kingdom"
type:"article"
~person:"Nowman, Kalid Ben"
~subject:"Estimation theory"
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United Kingdom
Estimation theory
Schätztheorie
6
Forecasting model
3
Prognoseverfahren
3
Time series analysis
3
Zeitreihenanalyse
3
ARFIMA
2
ARIMA
2
ARMA model
2
ARMA-Modell
2
Continuous time
2
Gaussian estimation
2
Großbritannien
2
Interest rate
2
Japan
2
Yield curve
2
Zins
2
Zinsstruktur
2
Anleihe
1
Bond
1
Estimation
1
Macroeconometrics
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English
6
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Nowman, Kalid Ben
Phillips, Peter C. B.
95
Baltagi, Badi H.
70
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
59
Ullah, Aman
56
Newey, Whitney K.
55
Andrews, Donald W. K.
53
Tsionas, Efthymios G.
51
Su, Liangjun
50
Wooldridge, Jeffrey M.
45
Kumbhakar, Subal
42
Pesaran, M. Hashem
42
Robinson, Peter M.
41
White, Halbert
41
Gouriéroux, Christian
40
Ohtani, Kazuhiro
40
Gao, Jiti
38
Chen, Songnian
36
Parmeter, Christopher F.
36
Simar, Léopold
36
Horowitz, Joel
35
McAleer, Michael
35
Bera, Anil K.
34
Perron, Pierre
34
Dufour, Jean-Marie
33
Hahn, Jinyong
33
Hsiao, Cheng
33
Fan, Yanqin
32
Florens, Jean-Pierre
32
Krämer, Walter
32
Lütkepohl, Helmut
32
Bai, Jushan
31
Cai, Zongwu
31
Chen, Xiaohong
30
Giles, David E. A.
30
Hansen, Bruce E.
30
Hendry, David F.
29
Zhang, Xinyu
29
Hausman, Jerry A.
28
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The empirical economics letters : a monthly international journal of economics
2
Asia-Pacific financial markets
1
Economic modelling
1
Interest rates : term structure models, monetary policy, and prediction
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
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1
Forecasting long term UK interest rates
Gough, O.
;
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
The empirical economics letters : a monthly …
13
(
2014
)
10
,
pp. 1035-1043
Persistent link: https://www.econbiz.de/10010527324
Saved in:
2
Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
Gough, O.
;
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 813-824
Persistent link: https://www.econbiz.de/10010363113
Saved in:
3
Advanced continuous time dynamic modelling of the Japanese yield curve
Nowman, Kalid Ben
- In:
Interest rates : term structure models, monetary …
,
(pp. 3-17)
.
2012
Persistent link: https://www.econbiz.de/10009658370
Saved in:
4
Forecasting overseas visitors to the UK using continuous time and autoregressive fractional integrated moving average models with discrete data
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
Tourism economics : the business and finance of tourism …
18
(
2012
)
4
,
pp. 835-844
Persistent link: https://www.econbiz.de/10009669974
Saved in:
5
A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan
Nowman, Kalid Ben
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 275-279
Persistent link: https://www.econbiz.de/10002766432
Saved in:
6
Gaussian estimation of a second order continuous time macroeconometric model of the UK
Bergstrom, Albert R.
- In:
Economic modelling
9
(
1992
)
4
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001137698
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