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subject:"Wechselkurs"
type:"article"
~isPartOf:"Economics letters"
~isPartOf:"International journal of financial research"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~subject:"Statistical theory"
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Search: subject_exact:"Estimation theory"
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Subject
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Wechselkurs
Statistical theory
Estimation theory
994
Schätztheorie
994
Theorie
395
Theory
395
Time series analysis
139
Zeitreihenanalyse
139
Estimation
114
Schätzung
112
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
Forecasting model
28
Prognoseverfahren
28
Volatility
28
Volatilität
28
Maximum likelihood estimation
26
Sampling
26
Stichprobenerhebung
26
Correlation
25
Korrelation
25
Maximum-Likelihood-Schätzung
25
Statistical distribution
25
Statistische Verteilung
25
Statistische Methodenlehre
24
ARCH model
23
ARCH-Modell
23
USA
23
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Article in journal
37
Aufsatz in Zeitschrift
37
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English
37
Author
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Burke, Simon P.
2
Davidson, James E. H.
2
Agacer, Gilda M.
1
Arize, Augustine Chuck
1
Beckmann, Joscha
1
Beggs, John Joseph
1
Bell, David N. F.
1
Cecen, A. A.
1
Chambers, Marcus J.
1
Chen, Mei-yuan
1
Chouikh, Aziz
1
Czudaj, Robert
1
Dheeriya, Prakash L.
1
Dorfman, Jeffrey H.
1
Erkal, Cahit
1
Godfrey, L. G.
1
Gradojevic, Nikola
1
Green, Christopher J.
1
Hahn, Jinyong
1
Hall, Alastair R.
1
Hall, Anthony D.
1
Hansen, Karsten T.
1
Harrison, Michael J.
1
Hong, Yongmiao
1
Kahn, James A.
1
Kallianiotis, Ioannis N.
1
Kasibhatla, Krishna Moorti
1
Kay, Jim
1
Ketz, Philipp
1
King, Maxwell L.
1
Krämer, Walter
1
Kuan, Chung-ming
1
Kulkarni, Sujata
1
Laskar, Mizan R.
1
Linton, Oliver
1
Malindretos, John
1
Malley, James R.
1
McCabe, Brendan Peter Martin
1
McNelis, Paul D.
1
Neftci, Salih N.
1
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Economics letters
International journal of financial research
Journal of foreign exchange and international finance : JFEIF
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Journal of econometrics
38
Econometric reviews
29
Econometric theory
23
International economic review
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Journal of applied econometrics
10
Oxford bulletin of economics and statistics
9
American journal of agricultural economics
8
International journal of economics and financial issues : IJEFI
8
The review of economics and statistics
8
Annales d'économie et de statistique
7
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
6
Economic modelling
6
International economic journal
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of international money and finance
6
The review of economic studies
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
5
Applied economics
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Giornale degli economisti e annali di economia
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Journal of the Royal Statistical Society
4
Research in international business and finance
4
Special section on small-sample properties of generalized method of moments (GMM)
4
The journal of finance : the journal of the American Finance Association
4
Theoretical economics letters
4
Applied economics letters
3
CBN journal of applied statistics
3
Computational economics
3
Hitotsubashi journal of economics
3
International journal of computational economics and econometrics
3
International journal of economics and finance
3
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ECONIS (ZBW)
37
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
Testing overidentifying restrictions with a restricted parameter space
Ketz, Philipp
- In:
Economics letters
185
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012304944
Saved in:
3
Several econometric tests of exchange rate efficiency for a few European countries
Agacer, Gilda M.
;
Arize, Augustine Chuck
;
Kallianiotis, …
- In:
International journal of financial research
6
(
2015
)
4
,
pp. 194-206
Persistent link: https://www.econbiz.de/10011405493
Saved in:
4
The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul
- In:
Economics letters
127
(
2015
),
pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
Saved in:
5
Modeling risk premia in forward foreign exchange rates as unobserved components : the model identification problem
Chouikh, Aziz
;
Trabelsi, Abdelwahed
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 119-135
Persistent link: https://www.econbiz.de/10010458557
Saved in:
6
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:
7
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:
8
Parameter orthogonalization and Bayesian inference with many instruments
Hahn, Jinyong
;
Hansen, Karsten T.
- In:
Economics letters
112
(
2011
)
2
,
pp. 207-209
Persistent link: https://www.econbiz.de/10009243323
Saved in:
9
Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter
- In:
Economics letters
61
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
Saved in:
10
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:
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