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~subject:"Time series analysis"
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Papers in honor of Patrick C....
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Time series analysis
Theorie
109
Theory
108
Exchange rate
58
Wechselkurs
58
Monetary policy
52
Geldpolitik
49
China
48
Schätzung
38
Estimation
37
Welt
36
World
35
Kaufkraftparität
34
USA
34
United States
34
Purchasing power parity
33
Estimation theory
31
Schätztheorie
31
Zeitreihenanalyse
30
Inflation
29
Exchange rate policy
27
Wechselkurspolitik
27
Currency derivative
26
Währungsderivat
26
Deutschland
25
Germany
24
Interest rate parity
23
Volatilität
23
Zinsparität
23
Großbritannien
22
Volatility
22
ARCH-Modell
21
Devisenmarkt
21
Foreign exchange market
21
France
20
Frankreich
20
United Kingdom
20
ARCH model
19
Japan
18
Financial market
16
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Undetermined
5
Free
3
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Article
22
Book / Working Paper
7
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Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
29
Author
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Baillie, Richard
23
Kapetanios, George
10
Baillie, Richard T.
3
Bollerslev, Tim
3
Kim, Kun Ho
3
Morana, Claudio
3
Cho, Dooyeon
2
Chung, Ching-fan
2
Diebold, Francis X.
2
Girardin, Eric
2
Mikkelsen, Hans Ole Æ.
2
Papailias, Fotis
2
Rho, Seunghwa
2
Tieslau, Margie A.
2
Arteche, Josu
1
Bailey, Ralph W.
1
Calonaci, Fabio
1
Chaleampong Kongcharoen
1
Herrerias, Maria Jesus
1
King, Maxwell L.
1
Liu, Zhenya
1
Lothian, James R.
1
Mora, Aaron
1
Schmidt, Peter
1
Taylor, Mark P.
1
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National Bureau of Economic Research
1
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Journal of econometrics
5
Working paper
4
Economics letters
2
Econometric reviews
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of forecasting
1
Journal of Chinese economic and business studies
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of macroeconomics
1
NBER working paper series
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The energy journal
1
The journal of finance : the journal of the American Finance Association
1
Working papers / Penn Institute for Economic Research
1
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ECONIS (ZBW)
29
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1
Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates
Baillie, Richard T.
- In:
Economics letters
13
(
1983
)
2/3
,
pp. 201-206
Persistent link: https://www.econbiz.de/10001855574
Saved in:
2
Predictions from ARMAX models
Baillie, Richard T.
- In:
Journal of econometrics
12
(
1980
)
3
,
pp. 365-374
Persistent link: https://www.econbiz.de/10001855799
Saved in:
3
The Chinese stock market : a casino with 'buffer zones'?
Girardin, Eric
;
Liu, Zhenya
- In:
Journal of Chinese economic and business studies
1
(
2003
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001755970
Saved in:
4
Seasonal patterns of energy in China
Herrerias, Maria Jesus
;
Girardin, Eric
- In:
The energy journal
34
(
2013
)
2
,
pp. 169-198
Persistent link: https://www.econbiz.de/10009751630
Saved in:
5
Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
Saved in:
6
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
7
Common stochastic trends in a system of exchange rates
Baillie, Richard
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Saved in:
8
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
9
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Saved in:
10
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
1
2
3
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