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subject:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~subject:"Schätzung"
~subject:"Statistischer Fehler"
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Search: subject_exact:"Estimation theory"
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Estimation theory
29
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Caporale, Guglielmo Maria
Hall, Stephen G.
Kumbhakar, Subal
16
Su, Liangjun
15
Hu, Yingyao
13
Tauchen, George Eugene
13
Hsiao, Cheng
11
Baltagi, Badi H.
10
Gao, Jiti
10
Kumar, Dilip
10
Linton, Oliver
10
Schennach, Susanne M.
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10
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9
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9
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9
Tsionas, Efthymios G.
9
Bollerslev, Tim
8
Hsu, Yu-Chin
8
Kapetanios, George
8
Lewbel, Arthur
8
Li, Qi
8
Ramírez, Miguel D.
8
Sasaki, Yuya
8
Sun, Yiguo
8
Swamy, Paravastu A. V. B.
8
Baillie, Richard
7
Cai, Zongwu
7
Francq, Christian
7
Kim, Donggyu
7
Lee, Lung-fei
7
Lesage, James P.
7
Maheswaran, S.
7
Pesaran, M. Hashem
7
Racine, Jeffrey
7
Ullah, Aman
7
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7
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2
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2
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1
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1
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1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Research in international business and finance
1
Revue roumaine des sciences économiques
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
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:
2
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:
3
Time-varying coefficient models : a proposal for selecting the coefficient driver sets
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
;
Tavlas, …
- In:
Macroeconomic dynamics
21
(
2017
)
5
,
pp. 1158-1174
Persistent link: https://www.econbiz.de/10011805452
Saved in:
4
Microproduction functions with unique coefficients and errors : a reconsideration and respecification
Swamy, Paravastu A. V. B.
;
Tavlas, George S.
;
Hall, …
- In:
Macroeconomic dynamics
19
(
2015
)
2
,
pp. 311-333
Persistent link: https://www.econbiz.de/10011308648
Saved in:
5
Small area estimation with correctly specified linking models
Swamy, Paravastu A. V. B.
;
Mehta, J. S.
;
Tavlas, George S.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 193-228)
.
2014
Persistent link: https://www.econbiz.de/10011406771
Saved in:
6
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:
7
Estimation of parameters in the presence of model misspecification and measurement error
Swamy, Paravastu A. V. B.
;
Tavlas, George S.
;
Hall, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009515147
Saved in:
8
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:
9
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:
10
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
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