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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Diebold, Francis X."
~person:"Pittis, Nikitas"
~subject:"1987"
~subject:"Kointegration"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
1987
Kointegration
Estimation theory
26
Schätztheorie
26
Theorie
17
Theory
17
Time series analysis
9
Zeitreihenanalyse
9
Estimation
8
Schätzung
8
USA
8
United States
8
Exchange rate
6
United Kingdom
3
Volatility
3
Volatilität
3
Business cycle
2
Capital income
2
Causality analysis
2
Cointegration
2
Correlation
2
Forecasting model
2
France
2
Frankreich
2
Japan
2
Kapitaleinkommen
2
Kausalanalyse
2
Konjunktur
2
Korrelation
2
Prognoseverfahren
2
Structural break
2
Strukturbruch
2
1854-1982
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1979-1993
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1979-1994
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English
12
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Diebold, Francis X.
Pittis, Nikitas
Phillips, Peter C. B.
15
Johansen, Søren
9
Chambers, Marcus J.
8
Paruolo, Paolo
8
Ramírez, Miguel D.
8
Wagner, Martin
8
Caporale, Guglielmo Maria
6
Kurita, Takamitsu
6
Wang, Qiying
6
Bohn Nielsen, Heino
5
Boswijk, Herman Peter
5
Rahbek, Anders
5
Arize, Augustine Chuck
4
Baillie, Richard
4
Bhattacharyya, Dilip K.
4
Blundell, Richard W.
4
Bollerslev, Tim
4
Cavaliere, Giuseppe
4
Cuthbertson, Keith
4
Gao, Jiti
4
Hall, Stephen G.
4
Hendry, David F.
4
Hoffman, Dennis L.
4
Morana, Claudio
4
Nielsen, Bent
4
Nielsen, Morten Ørregaard
4
Patterson, Kerry D.
4
Rasche, Robert H.
4
Shin, Yongcheol
4
Tang, Chor Foon
4
Taylor, Robert
4
Tu, Yundong
4
Urga, Giovanni
4
Allen, David E.
3
Anderson, Richard G.
3
Carrion i Silvestre, Josep Lluís
3
Chan, Ngai Hang
3
Cheung, Yin-Wong
3
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Economic modelling
2
The journal of finance : the journal of the American Finance Association
2
Business cycles, indicators, and forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Research in international business and finance
1
The econometrics journal
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
12
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1
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:
2
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
3
A comparison of autoregressive distributed lag and dynamics OLS cointegration estimators in the case of serially correlated cointegration error
Panopulu, Aikaterinē
;
Pittis, Nikitas
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 585-617
Persistent link: https://www.econbiz.de/10002463690
Saved in:
4
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
5
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
6
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
7
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
8
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
9
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
10
Further evidence on business-cycle duration dependence
Diebold, Francis X.
- In:
Business cycles, indicators, and forecasting
,
(pp. 255-280)
.
1993
Persistent link: https://www.econbiz.de/10001314199
Saved in:
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