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subject:"Schätztheorie"
~person:"MacDonald, Ronald"
~person:"Maddala, Gangadharrao S."
~person:"Robinson, Peter M."
~subject:"ARCH-Modell"
~subject:"United Kingdom"
~type:"article"
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Schätztheorie
ARCH-Modell
United Kingdom
Theorie
153
Theory
153
Estimation theory
35
Time series analysis
29
Zeitreihenanalyse
29
Exchange rate
25
Wechselkurs
25
Purchasing power parity
24
Kaufkraftparität
23
Estimation
19
Schätzung
19
USA
19
United States
19
Cointegration
16
Kointegration
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Welt
16
World
16
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Rationale Erwartung
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Großbritannien
13
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Monetary approach to exchange rates
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Monetäre Wechselkurstheorie
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US dollar
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Germany
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Forecasting model
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Exchange rate theory
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8
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8
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English
48
French
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MacDonald, Ronald
Maddala, Gangadharrao S.
Robinson, Peter M.
McAleer, Michael
37
Andrews, Donald W. K.
32
Pesaran, M. Hashem
32
Phillips, Peter C. B.
31
Newey, Whitney K.
28
Li, Qi
27
Baltagi, Badi H.
25
Gouriéroux, Christian
25
Blundell, Richard W.
24
Hendry, David F.
23
Franses, Philip Hans
22
Mills, Terence C.
22
Ohtani, Kazuhiro
22
Granger, C. W. J.
21
Horowitz, Joel
20
King, Maxwell L.
20
Krämer, Walter
20
Giles, David E. A.
19
Lee, Lung-fei
19
Linton, Oliver
19
Ullah, Aman
19
Smith, Richard J.
18
Wooldridge, Jeffrey M.
18
Engle, Robert F.
17
Taylor, Mark P.
17
Hafner, Christian M.
16
Hall, Stephen G.
16
Herwartz, Helmut
16
Satchell, Stephen
16
Srivastava, Virendra K.
16
Caporale, Guglielmo Maria
15
Cuthbertson, Keith
15
Ghysels, Eric
15
Hahn, Jinyong
15
Jenkins, Stephen
15
Schmidt, Peter
15
Bai, Jushan
14
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economics letters
4
Statistical methods in finance
3
The review of economic studies
3
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Robust inference
2
The review of economics and statistics
2
Annals of economics and finance
1
Applied financial economics
1
Bulletin of economic research
1
Econometric analysis of financial markets
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economica
1
Economie & prévision : EP
1
Información comercial española / Cuadernos económicos
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of multinational financial management
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
1
Oxford economic papers
1
Public finance
1
Revista de econometria
1
Revista española de economía
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School of Economic and Social Studies
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
50
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1
Realized and optimal monetary policy rules in an estimated Markov-switching DSGE model of the United Kingdom
Chen, Xiaoshan
;
MacDonald, Ronald
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
6
,
pp. 1091-1116
Persistent link: https://www.econbiz.de/10009693666
Saved in:
2
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès
;
Larribeau, Sophie
;
MacDonald, …
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Saved in:
3
Denis Sargan: some perspectives
Robinson, Peter M.
- In:
Econometric theory
19
(
2003
)
3
,
pp. 481-494
Persistent link: https://www.econbiz.de/10001762723
Saved in:
4
A comparative study of different shrinkage estimators for panel data models
Maddala, Gangadharrao S.
;
Li, Hongyi
;
Srivastava, …
- In:
Annals of economics and finance
2
(
2001
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10001732241
Saved in:
5
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
6
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
7
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
8
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
9
Is the foreign exchange market 'risky'? : Some new survey-based results
MacDonald, Ronald
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001481094
Saved in:
10
Bootstrap variance estimation of nonlinear functions of parameters : an application to long-run elasticities of energy demand
Li, Hongyi
;
Maddala, Gangadharrao S.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 728-733
Persistent link: https://www.econbiz.de/10001437460
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