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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Ali, Mukhtar M."
~person:"Nachane, Dilip M."
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Monte Carlo simulation
Volatilität
Theorie
9
Theory
9
Estimation theory
7
Time series analysis
2
Zeitreihenanalyse
2
1978-1989
1
Cointegration
1
Consumption theory
1
Einheitswurzeltest
1
Exchange rate
1
Geldmenge
1
Geldmengensteuerung
1
India
1
Indien
1
Kaufkraftparität
1
Kointegration
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Konsumtheorie
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Mathematical programming
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Mathematische Optimierung
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Monetary targeting
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Money supply
1
Nichtlineare Regression
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Nonlinear regression
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Nonstationary lesting
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Purchasing power parity
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Statistical theory
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Statistische Methodenlehre
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TVP Model
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Unit root test
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Wechselkurs
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evolutionary spectrum
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nonlinear cointegration
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polyspectra
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Aufsatz in Zeitschrift
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English
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Ali, Mukhtar M.
Nachane, Dilip M.
Chib, Siddhartha
11
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Koop, Gary
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Giles, David E. A.
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Baltagi, Badi H.
4
Bera, Anil K.
4
Fry, Tim R. L.
4
Hallin, Marc
4
Renault, Eric
4
Rilstone, Paul
4
Schmidt, Peter
4
Stengos, Thanasēs
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Trenkler, Götz
4
Vinod, Hrishikesh D.
4
Windmeijer, Frank
4
Abrevaya, Jason
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Barigozzi, Matteo
3
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
The Indian economic journal
2
Indian journal of agricultural economics
1
Special number in monetary economics
1
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ECONIS (ZBW)
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1
Robustness to nonnormality of regression F-tests
Ali, Mukhtar M.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001194737
Saved in:
2
Fractional differencing and purchasing power parity
Nachane, Dilip M.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
2
,
pp. 123-136
Persistent link: https://www.econbiz.de/10001208310
Saved in:
3
Robustness to nonnormality of the Durbin-Watson test for autocorrelation
Ali, Mukhtar M.
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10001142529
Saved in:
4
Testing for Gaussianity and linearity via the bispectrum : an application to exchange rates
Nachane, Dilip M.
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 139-146
Persistent link: https://www.econbiz.de/10001147597
Saved in:
5
The money-multiplier in India : short-run and long-run aspects
Nachane, Dilip M.
- In:
Journal of quantitative economics : official journal of …
8
(
1992
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10001131449
Saved in:
6
Testing Slutsky symmetry in systems of linear demand equations
Silver, J. Lew
- In:
Journal of econometrics
2
(
1989
),
pp. 251-266
Persistent link: https://www.econbiz.de/10001063354
Saved in:
7
Varying parameter models : an optimal control formulation
Manohar Rao, Makimane J.
- In:
Journal of quantitative economics : official journal of …
4
(
1988
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10001057088
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