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Estimation theory
Schätzung
128,583
Estimation
122,433
Theorie
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Gao, Jiti
67
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Linton, Oliver
48
Koopman, Siem Jan
41
Marcellino, Massimiliano
37
Cai, Zongwu
31
Härdle, Wolfgang
28
Kumbhakar, Subal
28
Tsionas, Efthymios G.
28
Koop, Gary
27
Lütkepohl, Helmut
25
Winkelmann, Rainer
25
Lucas, André
24
Swanson, Norman R.
22
Kilian, Lutz
21
Tauchen, George Eugene
21
Diebold, Francis X.
20
Giraitis, Liudas
20
Hsiao, Cheng
20
Park, Joon Y.
20
Caporale, Guglielmo Maria
19
Lee, Lung-fei
19
McAleer, Michael
19
Parmeter, Christopher F.
19
Su, Liangjun
19
Todorov, Viktor
19
Ullah, Aman
19
Chudik, Alexander
18
Kim, Donggyu
18
Bailey, Natalia
17
Dufour, Jean-Marie
17
Lewbel, Arthur
17
Escanciano, Juan Carlos
16
Kumar, Dilip
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Lechner, Michael
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Schorfheide, Frank
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Takahashi, Akihiko
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Baltagi, Badi H.
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OECD
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Federal Reserve System / Division of Research and Statistics
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National Bureau of Economic Research and the Social Science Research Council Committee on Economic Stability
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Umeå universitet
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Rodney L. White Center for Financial Research
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Trinity College Dublin / Department of Economics
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University of Strathclyde / Department of Economics
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Air Force Project Rand
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Australian National University / Faculty of Economics and Commerce
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bank of Canada
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Brookings Institution
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Microdata Methods and Practice <London>
1
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Journal of econometrics
428
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
Economics letters
168
Econometric reviews
117
Applied economics letters
84
Discussion paper / Tinbergen Institute
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Economic modelling
67
Discussion paper series / IZA
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Econometric theory
62
NBER Working Paper
61
European journal of operational research : EJOR
60
Working paper / Department of Econometrics and Business Statistics, Monash University
58
Applied economics
57
Journal of applied econometrics
57
CEMMAP working papers / Centre for Microdata Methods and Practice
56
NBER working paper series
56
Journal of the American Statistical Association : JASA
55
Working paper
54
Computational economics
51
CESifo working papers
49
The econometrics journal
48
Journal of empirical finance
46
IZA Discussion Paper
45
Econometrics : open access journal
44
CREATES research paper
43
Empirical economics : a quarterly journal of the Institute for Advanced Studies
42
International journal of forecasting
40
Quantitative economics : QE ; journal of the Econometric Society
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Discussion paper
36
Cowles Foundation discussion paper
35
Discussion papers / CEPR
35
Finance research letters
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of financial econometrics
34
SFB 649 discussion paper
34
Journal of forecasting
33
Journal of risk and financial management : JRFM
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1
Order flow and exchange rate dynamics in continuous time : new evidence from martingale regression
Guo, Zi-Yi
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 507-512
Persistent link: https://www.econbiz.de/10011789341
Saved in:
2
Demand for international reserves
Khan, Mohammed Y.
- In:
Journal of foreign exchange and international finance : …
4
(
1990
)
4
,
pp. 351-359
Persistent link: https://www.econbiz.de/10001111558
Saved in:
3
Tales of tails : jumps in currency markets
Lee, Suzanne S.
;
Wang, Minho
- In:
Journal of financial markets
48
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
Saved in:
4
Non-parametric sign test and paired samples test of effectiveness of official FX intervention
Marinković, Srđan
- In:
Economic annals
59
(
2014
)
202
,
pp. 107-130
Persistent link: https://www.econbiz.de/10010491977
Saved in:
5
Predicting exchange rate volatility in Brazil : an approach using quantile autoregression
Viola, Alessandra Pasqualina
;
Klotzle, Marcelo Cabus
; …
-
2017
Persistent link: https://www.econbiz.de/10011944952
Saved in:
6
Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo
;
Cifarelli, Giulio
-
2020
Persistent link: https://www.econbiz.de/10012517831
Saved in:
7
Endogenous volatility in the foreign exchange market
Bargigli, Leonardo
;
Cifarelli, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015338752
Saved in:
8
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
9
Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Wickens, Michael R.
;
Thomas, Stephen
-
1989
Persistent link: https://www.econbiz.de/10000779308
Saved in:
10
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
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