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~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Estimation theory"
~type:"article"
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Estimation theory
Interest rate
136
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124
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96
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78
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Insurance / Mathematics & economics
24
Journal of risk
21
The Indian economic journal
20
Journal of econometrics
19
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11
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Finance research letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
9
The journal of risk model validation
9
Applied economics
8
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7
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7
Economics letters
7
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7
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7
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
European journal of operational research : EJOR
6
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6
International journal of theoretical and applied finance
6
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Risks : open access journal
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The empirical economics letters : a monthly international journal of economics
6
The review of economics and statistics
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International journal of forecasting
5
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Journal of policy modeling : JPMOD ; a social science forum of world issues
5
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5
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5
Special issue on "money demand in Europe"
5
The Asian economic review : journal of the Indian Institute of Economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of operational risk
5
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ECONIS (ZBW)
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1
Money
demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John
;
Ali, Faek Menla
- In:
Economic modelling
40
(
2014
),
pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
Saved in:
2
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
3
Structural breaks and monetary dynamics : a time series analysis
Shazly, Alaa el-
- In:
Economic modelling
53
(
2016
),
pp. 133-143
Persistent link: https://www.econbiz.de/10011640980
Saved in:
4
Residual-based tests for cointegration with three-regime TAR adjustment
Maki, Daiki
;
Kitasaka, Shin'ichi
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1013-1054
Persistent link: https://www.econbiz.de/10011303548
Saved in:
5
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run
money
-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
Saved in:
6
Error-correction based panel estimates of the demand for
money
of selected Asian countries with the extreme bounds analysis
Kumar, Saten
;
Bhaskara Rao, Buddhavarapu
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1181-1188
Persistent link: https://www.econbiz.de/10009667408
Saved in:
7
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
8
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:
9
The demand for broad
money
in Norway, 1969 - 1993
Eitrheim, Øyvind
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001338280
Saved in:
10
(When) should cointegrating regressions be detrendet? : The case of a German
money
demand function
Hassler, Uwe
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 155-172
Persistent link: https://www.econbiz.de/10001353474
Saved in:
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