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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Chen, Songnian"
~person:"Fan, Yanqin"
~person:"Hong, Han"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
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Exchange rate
Börsenkurs
Estimation theory
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Zeitreihenanalyse
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Craig, Ben R.
Chen, Songnian
Fan, Yanqin
Hong, Han
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Scaillet, Olivier
4
Chen, Yi-ting
3
Francq, Christian
3
Audrino, Francesco
2
Corsi, Fulvio
2
Denuit, Michel
2
Dupuis, Debbie J.
2
Engle, Robert F.
2
Frederiksen, Per
2
Gallant, A. Ronald
2
Horváth, Lajos
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Härdle, Wolfgang
2
Isakov, Dušan
2
Nesterov, Jurij Evgenʹevič
2
Shephard, Neil G.
2
Vial, Jean-Philippe
2
Victoria-Feser, Maria-Pia
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Ahn, Seung Chan
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Amengual, Dante
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Andreou, Alena
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Antell, Jan
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Balter, Janine
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Bos, Charles S.
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Boudt, Kris
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Bu, Ruijun
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Caldeira, João F.
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Calvet, Laurent E.
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Candelon, Bertrand
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Chen, Jiaqin
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
75
Econometric theory
21
Technical working paper / National Bureau of Economic Research
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Discussion paper series / Harvard Institute of Economic Research
12
Working paper / National Bureau of Economic Research, Inc.
12
Economics letters
11
NBER working paper series
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
7
Oxford bulletin of economics and statistics
6
The econometrics journal
6
The review of economic studies
6
Cowles Foundation discussion paper
5
Discussion paper series / IZA
5
Queen's Economics Department working paper
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working paper / Department of Economics, Lund University
5
CREATES research paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Massachusetts Institute of Technology Department of Economics working paper series : working paper
3
Quantitative economics : QE ; journal of the Econometric Society
3
Working papers / Department of Economics, The Johns Hopkins University
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CAEPR working papers
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of economic literature
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Journal of international financial markets, institutions & money
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Journal of quantitative economics : official journal of the Indian Econometric Society
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NBER Working Paper
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Annales d'économie et de statistique
1
Bundesbank Series 1 Discussion Paper
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CAMA working paper series
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CEMFI working paper
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Discussion paper / Deutsche Bundesbank
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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Discussion paper series / University of Guelph, Department of Economics
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Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Westerlund, Joakim
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 491-522
Persistent link: https://www.econbiz.de/10003518507
Saved in:
2
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
-
This version: Nov. 2001 (1.version: Oct. 2001)
Persistent link: https://www.econbiz.de/10001626135
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