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subject:"Wechselkurs"
type:"article"
~person:"Lobato, Ignacio N."
~person:"Paul, M. Thomas"
~source:"econis"
~subject:"Zeitreihenanalyse"
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Wechselkurs
Zeitreihenanalyse
Estimation theory
10
Schätztheorie
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5
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5
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5
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4
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Lobato, Ignacio N.
Paul, M. Thomas
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Harvey, Andrew C.
17
Teräsvirta, Timo
17
Johansen, Søren
16
Taylor, Robert
16
Gao, Jiti
15
Linton, Oliver
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Baillie, Richard
13
Hassler, Uwe
13
Perron, Pierre
13
Hendry, David F.
11
Mills, Terence C.
11
Robinson, Peter M.
11
Tauchen, George Eugene
11
Bollerslev, Tim
10
Engle, Robert F.
10
Koop, Gary
10
Xiao, Zhijie
10
Zhu, Ke
10
Chan, Ngai Hang
9
Chen, Xiaohong
9
Granger, C. W. J.
9
Harvey, David I.
9
Hong, Yongmiao
9
Kapetanios, George
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McElroy, Tucker
9
Nelson, Daniel B.
9
Stock, James H.
9
Sun, Yixiao
9
Watson, Mark W.
9
Westerlund, Joakim
9
Bauwens, Luc
8
Caporale, Guglielmo Maria
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Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
1
Econometric theory
1
Investigaciones económicas
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of foreign exchange and international finance : JFEIF
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The econometrics journal
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ECONIS (ZBW)
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1
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
2
A simple omnibus overidentification specification test for time series econometric models
Dominguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric theory
31
(
2015
)
4
,
pp. 891-910
Persistent link: https://www.econbiz.de/10011341923
Saved in:
3
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
4
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
Saved in:
5
Semiparametric estimation of seasonal long memory models : theory and an application to the modeling of exchange rates
Lobato, Ignacio N.
- In:
Investigaciones económicas
21
(
1997
)
2
,
pp. 273-295
Persistent link: https://www.econbiz.de/10001234521
Saved in:
6
Behaviour of real and nominal exchange rates
Paul, M. Thomas
- In:
Journal of foreign exchange and international finance : …
5
(
1991
)
2
,
pp. 146-152
Persistent link: https://www.econbiz.de/10001129336
Saved in:
7
Forecasting of some major exchange rates : structural and time series model's results
Paul, M. Thomas
- In:
Artha vijñāna : journal of the Gokhale Institute of …
32
(
1990
)
3
,
pp. 223-255
Persistent link: https://www.econbiz.de/10001118151
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