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subject:"Schätztheorie"
~person:"MacDonald, Ronald"
~person:"Robinson, Peter M."
~subject:"ARCH-Modell"
~subject:"United Kingdom"
~type:"article"
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Schätztheorie
ARCH-Modell
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
13
Monetary approach to exchange rates
12
Monetäre Wechselkurstheorie
12
Devisenmarkt
11
Foreign exchange market
11
US dollar
11
US-Dollar
11
Deutschland
10
Germany
10
Rational expectations
10
Rationale Erwartung
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Yen
9
Deutsche Mark
8
Exchange rate theory
7
Forecasting model
7
Japan
7
Prognoseverfahren
7
Wechselkurstheorie
7
Interest rate
6
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31
Aufsatz in Zeitschrift
31
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3
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3
Systematic review
1
Übersichtsarbeit
1
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English
35
Author
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MacDonald, Ronald
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
Herwartz, Helmut
16
Satchell, Stephen
16
Srivastava, Virendra K.
16
Caporale, Guglielmo Maria
15
Cuthbertson, Keith
15
Ghysels, Eric
15
Hahn, Jinyong
15
Hall, Stephen G.
15
Jenkins, Stephen
15
Maddala, Gangadharrao S.
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
7
The review of economic studies
3
Econometric theory
2
Economics letters
2
Applied financial economics
1
Bulletin of economic research
1
Econometric analysis of financial markets
1
Economica
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
Robust inference
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
1
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ECONIS (ZBW)
35
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35
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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
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:
5
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:
6
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:
7
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:
8
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:
9
A nonparametric test for I(0)
Lobato, Ignacio N.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10001244372
Saved in:
10
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
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