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subject:"Schätztheorie"
~person:"MacDonald, Ronald"
~person:"Robinson, Peter M."
~subject:"ARCH-Modell"
~subject:"Devisenmarkt"
~subject:"United Kingdom"
~type:"article"
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Schätztheorie
ARCH-Modell
Devisenmarkt
United Kingdom
Theorie
126
Theory
126
Exchange rate
25
Wechselkurs
25
Purchasing power parity
23
Kaufkraftparität
22
Estimation theory
20
Time series analysis
20
Zeitreihenanalyse
20
Estimation
17
Schätzung
17
USA
14
United States
14
Welt
14
World
14
Cointegration
13
Großbritannien
13
Kointegration
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Monetary approach to exchange rates
12
Monetäre Wechselkurstheorie
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US-Dollar
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Deutschland
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Germany
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Rational expectations
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Rationale Erwartung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Yen
9
Deutsche Mark
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Exchange rate theory
7
Forecasting model
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Japan
7
Prognoseverfahren
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Wechselkurstheorie
7
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39
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4
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English
44
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MacDonald, Ronald
Robinson, Peter M.
McAleer, Michael
37
Pesaran, M. Hashem
33
Andrews, Donald W. K.
32
Phillips, Peter C. B.
31
Taylor, Mark P.
29
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
Linton, Oliver
20
Bollerslev, Tim
19
Giles, David E. A.
19
Lee, Lung-fei
19
Ullah, Aman
19
Smith, Richard J.
18
Wooldridge, Jeffrey M.
18
Engle, Robert F.
17
Hall, Stephen G.
17
Caporale, Guglielmo Maria
16
Hafner, Christian M.
16
Hahn, Jinyong
16
Herwartz, Helmut
16
Maddala, Gangadharrao S.
16
Satchell, Stephen
16
Srivastava, Virendra K.
16
Cuthbertson, Keith
15
Ghysels, Eric
15
Jenkins, Stephen
15
Schmidt, Peter
15
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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
7
Economics letters
3
The review of economic studies
3
Econometric theory
2
Journal of economic surveys
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Applied financial economics
1
Bulletin of economic research
1
Econometric analysis of financial markets
1
Economica
1
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
1
Greek economic review
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of money, credit and banking : JMCB
1
Journal of multinational financial management
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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
Private behaviour and government policy in interdependent economies
1
Public finance
1
Revista de econometria
1
Revista española de economía
1
Robust inference
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in economics and finance
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)
44
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1
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
2
A hybrid approach to exchange rates : how do macro news and order flow affect exchange rate volatility?
Zhang, Guangfeng
;
Marsh, Ian
;
MacDonald, Ronald
- In:
Studies in economics and finance
33
(
2016
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011718725
Saved in:
3
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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