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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~subject:"Capital income"
~subject:"Kostenfunktion"
~subject:"Maximum-Likelihood-Schätzung"
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Großbritannien
Wechselkurs
Capital income
Kostenfunktion
Maximum-Likelihood-Schätzung
Estimation theory
57
Schätztheorie
57
Time series analysis
22
Zeitreihenanalyse
22
Theorie
20
Theory
20
Estimation
9
Exchange rate
9
Schätzung
9
Structural break
9
Strukturbruch
9
USA
7
United States
7
United Kingdom
6
Devisenmarkt
5
Foreign exchange market
5
ARCH model
4
ARCH-Modell
4
Cointegration
4
Deutschland
4
Germany
4
India
4
Indien
4
Japan
4
Kointegration
4
Börsenkurs
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Kapitaleinkommen
3
Pfund Sterling
3
Pound Sterling
3
Rational expectations
3
Rationale Erwartung
3
Share price
3
Argentina
2
Argentinien
2
Autocorrelation
2
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Book / Working Paper
12
Article
7
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Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
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English
19
Author
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Pittis, Nikitas
4
Sola, Martin
4
Caporale, Guglielmo Maria
3
Urga, Giovanni
3
Allen, Chris
2
Parikh, Ashok K.
2
Paul, M. Thomas
2
Timmermann, Allan
2
Ashtekar, Medha
1
Banerjee, Anindya
1
Caporale, Guglielmo M.
1
Dheeriya, Prakash L.
1
Funke, Michael
1
Kulkarni, Sujata
1
Perera, Nelson
1
Psaradakis, Zacharias
1
Psaradakis, Zacharias G.
1
Tinaikar, Durgesh S.
1
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Discussion paper / Centre for Economic Forecasting
Journal of foreign exchange and international finance : JFEIF
Journal of econometrics
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economics letters
49
Discussion paper / Tinbergen Institute
41
Econometric reviews
30
Journal of empirical finance
26
Journal of applied econometrics
22
Economic modelling
21
NBER Working Paper
20
Discussion paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Journal of forecasting
18
Finance research letters
17
Journal of the American Statistical Association : JASA
16
NBER working paper series
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Oxford bulletin of economics and statistics
15
Working paper
15
Applied economics
14
Econometrics : open access journal
14
Insurance / Mathematics & economics
14
International journal of economics and financial issues : IJEFI
14
Applied economics letters
13
CEMMAP working papers / Centre for Microdata Methods and Practice
13
European journal of operational research : EJOR
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
13
CREATES research paper
12
Computational economics
12
Econometric theory
12
International journal of forecasting
12
Journal of international money and finance
12
Journal of banking & finance
11
Journal of economic dynamics & control
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
The European journal of finance
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
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1
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
2
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650908
Saved in:
3
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000947745
Saved in:
4
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000593179
Saved in:
5
Derivation and estimation of interrelated factor demands from dynamic cost function
Allen, Chris
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000906273
Saved in:
6
Investigating structural breaks in the UK manufacturing trade
Banerjee, Anindya
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000924217
Saved in:
7
Derivation and estimation of interrelated factor demands from dynamic cost function
Allen, Chris
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000151420
Saved in:
8
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
Saved in:
9
Modelling the Sterling-Deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo M.
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147725
Saved in:
10
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000914034
Saved in:
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