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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Economic modelling"
~subject:"Cointegration"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Cointegration
Volatility
Estimation theory
310
Schätztheorie
310
Theorie
117
Theory
117
Estimation
63
Schätzung
62
Time series analysis
62
Zeitreihenanalyse
62
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Kumar, Dilip
4
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Bertelli, Stefano
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1
Gozgor, Giray
1
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1
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1
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1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
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1
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Hur, Joonyoung
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1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CORE discussion paper : DP
Economic modelling
Journal of econometrics
177
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Econometric reviews
45
Economics letters
42
Discussion paper / Tinbergen Institute
39
Econometric theory
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
CREATES research paper
28
Econometrics : open access journal
26
The econometrics journal
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Applied economics letters
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Journal of empirical finance
21
International journal of forecasting
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Cowles Foundation discussion paper
17
International journal of economics and financial issues : IJEFI
17
Applied economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of banking & finance
15
Journal of financial econometrics
15
Finance research letters
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International journal of economics and finance
11
Cowles Foundation Discussion Paper
10
Journal of time series econometrics
10
NBER Working Paper
10
SFB 649 discussion paper
10
Computational economics
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
9
EUI working paper / ECO
9
Oxford bulletin of economics and statistics
9
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ECONIS (ZBW)
35
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
5
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
6
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:
7
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
8
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
9
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan
;
McNown, Robert F.
;
Khoon, Goh Soo
- In:
Economic modelling
80
(
2019
),
pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Saved in:
10
Modelling Sri Lankan consumption patterns using error corrected LA-AIDS
Rathnayaka, Shashika D.
;
Selvanathan, Saroja
; …
- In:
Economic modelling
80
(
2019
),
pp. 185-191
Persistent link: https://www.econbiz.de/10012200510
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