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  • Search: subject:"Exogenous Variables"
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Year of publication
Subject
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exogenous variables 20 Estimation theory 10 Schätztheorie 10 Estimation 8 Schätzung 8 Theorie 7 Exogenous variables 6 Forecasting model 6 Prognoseverfahren 6 Theory 6 Volatility 6 endogenous variables 6 Exogenous Variables with Ordinal Scale 5 Indirect Estimation 5 Latent Variables 5 Microeconometrics 5 Time series analysis 5 Volatilität 5 Zeitreihenanalyse 5 ARCH model 4 ARCH-Modell 4 Exogenous Variables 4 Bitcoin 3 EXOGENOUS VARIABLES 3 Exchange rate 3 VAR model 3 VAR-Modell 3 Virtual currency 3 Virtuelle Währung 3 Wechselkurs 3 simulation 3 ARIMA models with exogenous variables 2 ARMA model 2 ARMA-Modell 2 Aktienmarkt 2 Australia 2 Australian stock market 2 Börsenkurs 2 Commodity derivative 2 Consumer behaviour 2
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Online availability
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Free 32 Undetermined 18 CC license 5
Type of publication
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Article 39 Book / Working Paper 15
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Working Paper 8 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 2 Festschrift 1 research-article 1
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Language
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English 36 Undetermined 18
Author
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Kukuk, Martin 5 Agasisti, Tommaso 2 Asai, Manabu 2 Bhaduri, Anik 2 David, Reuben O. 2 Dikko, Hussaini G. 2 Djanibekov, Nodir 2 Egorov, Aleksei 2 Gulumbe, Shehu U. 2 Huang, Eric 2 Ibrahim, Ahmed 2 Kanamura, Takashi 2 Kashef, Rasha 2 Li, Menglu 2 McAleer, Michael 2 Serebrennikov, Pavel 2 Valencia, Esteban 2 Worthington, Andrew C. 2 Afzal, Muhammad Talha 1 Agha, Kakul 1 Antonovica, Arta 1 Azizah, Widyaningsih 1 Begu, Liviu-Stelian 1 Bennett, Christopher 1 Bray, Robert L. 1 Breitung, Jörg 1 Brennan, Gerard 1 Bucur, Ph.D. candidate Iamandi Gheorghe 1 Carlomagno, Guillermo 1 Carstensen, Kai 1 Chen, Ssu-Han 1 Clement, Yadira Mori 1 Damon, Julien 1 Dermawan, Elizabeth Sugiarto 1 Duchesne, Pierre 1 Enescu, Maria 1 Enescu, Marian 1 Espasa Terrades, Antoni 1 Esteban Curiel, Javier de 1 Fiebig, Denzil G. 1
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Institution
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European Association of Agricultural Economists - EAAE 1 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 1 International Monetary Fund (IMF) 1 Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Wirtschaftswissenschaftliche Fakultät 1 Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen 1 eSocialSciences 1
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Published in...
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Global Business and Economics Review 2 Statistical Papers / Springer 2 Tübinger Diskussionsbeiträge 2 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 1 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 1 Annales Universitatis Apulensis Series Oeconomica 1 Annals of University of Craiova - Economic Sciences Series 1 Annals of the Institute of Statistical Mathematics 1 Annals of the University of Petrosani, Economics 1 Applied economics 1 BSP working paper series 1 Basic research program working papers / Series: Economics / National Research University, Higher School of Economics 1 Business Inform 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 Decision analytics journal 1 Discussion paper / Tinbergen Institute 1 Documentos de trabajo Banco Central de Chile 1 Econometric reviews 1 Energies 1 Energy strategy reviews 1 European journal of operational research : EJOR 1 IMF Working Papers 1 International Journal of Energy Economics and Policy : IJEEP 1 International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society 1 International entrepreneurship and management journal 1 International journal of accounting information systems 1 International journal of business communication : IJBC ; a publication of the Association of Business Communication 1 Journal of Doctoral Research in Economics 1 Journal of Risk and Financial Management 1 Journal of customer behaviour 1 Journal of promotion management : innovations in planning and applied research 1 Journal of risk and financial management : JRFM 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 New Zealand economic papers 1 Quantitative finance and economics 1 REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT 1 RIETI discussion paper series 1 Risk governance & control : financial markets & institutions 1 STICERD - Econometrics Paper Series 1
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Source
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ECONIS (ZBW) 26 RePEc 22 EconStor 4 BASE 1 Other ZBW resources 1
Showing 41 - 50 of 54
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The Primacy of Institutions Reconsidered : Direct Income Effects of Malaria Prevalence
Carstensen, Kai; Gundlach, Erich - In: The World Bank Economic Review 20 (2006) 3, pp. 309-339
Some recent empirical studies deny any direct effect of geography on development and conclude that institutions dominate all other potential determinants of development. An alternative view emphasizes that geographic factors such as disease ecology, as proxied by the prevalence of malaria, may...
Persistent link: https://www.econbiz.de/10015360529
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The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
Worthington, Andrew C. - In: Global Business and Economics Review 10 (2008) 1, pp. 1-10
This paper examines the impact of natural events and disasters in Australia on Australian stock market returns. The data set employed consists of daily price and accumulation (including dividends and changes in capitalisation) returns from 1 January 1980 to 30 June 2003 and the complete timing...
Persistent link: https://www.econbiz.de/10005753924
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The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
Worthington, Andrew C. - In: Global Business and Economics Review 10 (2008) 1, pp. 1-10
This paper examines the impact of natural events and disasters in Australia on Australian stock market returns. The data set employed consists of daily price and accumulation (including dividends and changes in capitalisation) returns from 1 January 1980 to 30 June 2003 and the complete timing...
Persistent link: https://www.econbiz.de/10008538969
Saved in:
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Indirect estimation of linear models with ordinal regressors: A Monte Carlo study and some empirical illustrations
Kukuk, Martin - 1998
This paper investigates the effects of ordinal regressors in linear regression models. Each ordered categorical variable is interpreted as a rough measurement of an underlying continuous variable as it is often done in microeconometrics for the dependent variable. It is shown that using ordinal...
Persistent link: https://www.econbiz.de/10010305032
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Indirect Estimation of Linear Models with Ordinal Regressors. A Monte Carlo Study and some Empirical Illustrations.
Kukuk, Martin - 1998
This paper investigates the effects of ordinal regressors in linear regression models. Each ordered categorical variable is interpreted as a rough measurement of an underlying continuous variable as it is often done in microeconometrics for the dependent variable. It is shown that using ordinal...
Persistent link: https://www.econbiz.de/10009475350
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Indirect estimation of linear models with ordinal regressors: A Monte Carlo study and some empirical illustrations
Kukuk, Martin - Wirtschaftswissenschaftlichen Fakultät, … - 1998
This paper investigates the effects of ordinal regressors in linear regression models. Each ordered categorical variable is interpreted as a rough measurement of an underlying continuous variable as it is often done in microeconometrics for the dependent variable. It is shown that using ordinal...
Persistent link: https://www.econbiz.de/10009151407
Saved in:
Cover Image
Indirect estimation of linear models with ordinal regressors : a Monte Carlo study and some empirical illustrations
Kukuk, Martin - 1998
This paper investigates the effects of ordinal regressors in linear regression models. Each ordered categorical variable is interpreted as a rough measurement of an underlying continuous variable as it is often done in microeconometrics for the dependent variable. It is shown that using ordinal...
Persistent link: https://www.econbiz.de/10010457738
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On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
Tanizaki, Hisashi; Hamori, Shigeyuki; Matsubayashi, Yoichi - In: Statistical Papers 47 (2006) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10008533894
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Estimation and Simulation of Autoregressive Hilbertian Processes with Exogenous Variables
Damon, Julien; Guillas, Serge - In: Statistical Inference for Stochastic Processes 8 (2005) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10005616023
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Testing for serial correlation of unknown form in cointegrated time series models
Duchesne, Pierre - In: Annals of the Institute of Statistical Mathematics 57 (2005) 3, pp. 575-595
Persistent link: https://www.econbiz.de/10005184660
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