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Estimation
384
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384
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131
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Koop, Gary
9
Pesaran, M. Hashem
9
Marcellino, Massimiliano
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5
Kilian, Lutz
5
Baltagi, Badi H.
4
Doppelhofer, Gernot
4
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4
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4
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4
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4
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4
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4
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4
Tobias, Justin L.
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Hautsch, Nikolaus
3
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3
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3
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3
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3
Lee, Lung-fei
3
Lee, Myoung-jae
3
Lee, Tae-hwy
3
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3
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3
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Journal of applied econometrics
NBER working paper series
3,271
Working paper / National Bureau of Economic Research, Inc.
3,163
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3,055
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3,041
Journal of econometrics
2,436
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2,081
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1,836
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1,669
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1,065
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1,064
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1,014
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992
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
915
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781
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748
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735
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685
International review of financial analysis
658
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649
Journal of international money and finance
627
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595
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593
The journal of futures markets
567
CEMMAP working papers / Centre for Microdata Methods and Practice
542
The North American journal of economics and finance : a journal of financial economics studies
531
Journal of empirical finance
526
Tinbergen Institute Discussion Paper
499
The review of economics and statistics
491
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ECONIS (ZBW)
654
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1
Structural breaks and GARCH models of exchange rate
volatility
: re-examination and extension
Hasanov, Akram Shavkatovich
;
Brooks, Robert
;
Abrorov, …
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
Saved in:
2
The global component of inflation
volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
3
Structural breaks and GARCH models of exchange rate
volatility
Rapach, David E.
;
Strauss, Jack
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
Saved in:
4
Purchasing power parity and the Taylor rule
Kim, Hyeongwoo
;
Fujiwara, Ippei
;
Hansen, Bruce E.
; …
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 874-903
Persistent link: https://www.econbiz.de/10011431583
Saved in:
5
Volatility
of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
6
Robust inference under time-varying
volatility
: a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
7
Maximum likelihood
estimation
of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
Saved in:
8
A maximum likelihood bunching estimator of the elasticity of taxable income
Aronsson, Thomas
;
Jenderny, Katharina
;
Lanot, Gauthier
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 200-216
Persistent link: https://www.econbiz.de/10014474453
Saved in:
9
Quantifying the uncertainty about the half-life if deviations from PPP
Kilian, Lutz
;
Zha, Tao
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10001667480
Saved in:
10
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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