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subject:"Exchange rate"
subject:"Germany"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~language:"und"
~subject:"Bayes-Statistik"
~subject:"Canada"
~subject:"Japan"
~subject:"Sampling"
~subject:"Währungsderivat"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Germany
Bayes-Statistik
Canada
Japan
Sampling
Währungsderivat
Estimation theory
318
Schätztheorie
318
Forecasting model
123
Prognoseverfahren
123
Time series analysis
100
Zeitreihenanalyse
100
Estimation
86
Schätzung
85
Theorie
58
Theory
58
Regression analysis
43
Regressionsanalyse
41
Volatility
32
Volatilität
32
Bayesian inference
27
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Cointegration
23
Kointegration
23
ARCH model
22
ARCH-Modell
22
Statistical test
20
Statistischer Test
20
VAR model
19
VAR-Modell
19
Stochastic process
17
Stochastischer Prozess
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Börsenkurs
15
Forecasting
15
Panel
15
Panel study
15
Share price
15
Statistical distribution
15
Statistische Verteilung
15
USA
14
United States
14
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29
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58
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Arbeitspapier
Article in journal
Bibliografie enthalten
Mehrbändiges Werk
Textbook
Aufsatz in Zeitschrift
58
Language
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English
Undetermined
Author
All
Baillie, Richard
2
Caporale, Guglielmo Maria
2
Pittis, Nikitas
2
Ramírez, Andrés
2
Abdymomunov, Azamat
1
Acocella, Nicola
1
Ai, Xin
1
Ali, Faek Menla
1
Alleva, Giorgio
1
Ando, Tomohiro
1
Argov, Eyal
1
Athanasopoulos, George
1
Baltagi, Badi H.
1
Bekaert, Geert
1
Beqiraj, Elton
1
Beyer, Robert
1
Blasques, Francisco
1
Camehl, Annika
1
Canarella, Giorgio
1
Castillo B., Paul
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Chiu, Sheng-hsiung
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Diebold, Francis X.
1
Domit, Sílvia
1
Duarte, Cláudia
1
Felici, Francesco
1
Feng, Yuanhua
1
Funke, Michael
1
Gefang, Deborah
1
Gerlow, Mary E.
1
Giannone, Domenico
1
Go, Delfin S.
1
Grabowski, Wojciech
1
Götz, Thomas B.
1
Ha, Youngmin
1
Hall, Stephen G.
1
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Published in...
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Economic modelling
International journal of forecasting
Journal of international money and finance
Journal of econometrics
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
52
Statistics in transition : an international journal of the Polish Statistical Association
38
Journal of the American Statistical Association : JASA
36
Discussion paper / Tinbergen Institute
34
Discussion paper series / IZA
30
Journal of applied econometrics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Econometric reviews
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Applied economics letters
19
Discussion paper
19
Discussion paper / Center for Economic Research, Tilburg University
19
Econometrics : open access journal
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Working paper
17
Working paper / National Bureau of Economic Research, Inc.
17
Applied economics
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
European journal of operational research : EJOR
15
The econometrics journal
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
CESifo working papers
13
Discussion paper / Central Bureau voor de Statistiek
13
Discussion papers / CEPR
13
Journal of empirical finance
13
Quantitative economics : QE ; journal of the Econometric Society
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Discussion papers of interdisciplinary research project 373
12
Oxford bulletin of economics and statistics
12
Statistical papers
12
Computational economics
11
Econometric theory
11
Insurance / Mathematics & economics
11
International journal of production research
11
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ECONIS (ZBW)
58
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1
Primary market demand for German government bonds
Shida, Jakob
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478147
Saved in:
2
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
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:
5
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
6
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
7
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
8
Inefficiency and bank failure : a joint Bayesian estimation method of stochastic frontier and hazards models
Sanchez González, Jim
;
Restrepo-Tobón, Diego
; …
- In:
Economic modelling
95
(
2021
),
pp. 344-360
Persistent link: https://www.econbiz.de/10012696004
Saved in:
9
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:
10
Trends and cycles under changing economic conditions
Duarte, Cláudia
;
Maria, José R.
;
Sazedj, Sharmin
- In:
Economic modelling
92
(
2020
),
pp. 126-146
Persistent link: https://www.econbiz.de/10012429631
Saved in:
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