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subject:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~subject:"Estimation"
~subject:"Time series analysis"
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Wechselkurs
Estimation
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Estimation theory
29
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10
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10
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7
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7
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Caporale, Guglielmo Maria
Hall, Stephen G.
Phillips, Peter C. B.
35
Gao, Jiti
22
Linton, Oliver
22
Johansen, Søren
18
Leybourne, Stephen James
18
Teräsvirta, Timo
18
Baillie, Richard
17
Harvey, Andrew C.
17
Lütkepohl, Helmut
17
Su, Liangjun
17
Kumbhakar, Subal
16
Li, Qi
16
Taylor, Robert
16
Kapetanios, George
15
Tauchen, George Eugene
15
Chambers, Marcus J.
14
Westerlund, Joakim
14
Baltagi, Badi H.
13
Hassler, Uwe
13
Hsiao, Cheng
13
Koop, Gary
13
Perron, Pierre
13
Zakoïan, Jean-Michel
13
Francq, Christian
12
Hendry, David F.
12
Kumar, Dilip
12
Pesaran, M. Hashem
12
Robinson, Peter M.
12
Chen, Xiaohong
11
Koopman, Siem Jan
11
Lesage, James P.
11
Mills, Terence C.
11
Ullah, Aman
11
White, Halbert
11
Bollerslev, Tim
10
Cai, Zongwu
10
Chan, Ngai Hang
10
Diebold, Francis X.
10
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10
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10
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2
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2
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1
Journal of economic integration
1
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1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Research in international business and finance
1
Revue roumaine des sciences économiques
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
12
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1
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
2
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
3
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
4
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic integration
26
(
2011
)
2
,
pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
Saved in:
5
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
6
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
7
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
8
Efficient estimation of cointegration vectors and testing for causality in vector autoregressions
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of economic surveys
13
(
1999
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001255599
Saved in:
9
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
10
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
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