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subject:"Schätzung"
subject:"World"
~person:"Caporale, Guglielmo Maria"
~person:"Schorfheide, Frank"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Schätzung
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Zeitreihenanalyse
Estimation theory
17
Schätztheorie
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9
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9
Estimation
7
Time series analysis
7
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4
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1979-1993
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Caporale, Guglielmo Maria
Schorfheide, Frank
Phillips, Peter C. B.
34
Gao, Jiti
22
Linton, Oliver
22
Su, Liangjun
19
Johansen, Søren
18
Kumbhakar, Subal
18
Leybourne, Stephen James
18
Lütkepohl, Helmut
18
Teräsvirta, Timo
18
Harvey, Andrew C.
17
Li, Qi
16
Taylor, Robert
16
Baillie, Richard
15
Kapetanios, George
15
Tauchen, George Eugene
15
Chambers, Marcus J.
14
Westerlund, Joakim
14
Baltagi, Badi H.
13
Hassler, Uwe
13
Hsiao, Cheng
13
Koop, Gary
13
Perron, Pierre
13
Zakoïan, Jean-Michel
13
Francq, Christian
12
Hendry, David F.
12
Kumar, Dilip
12
Pesaran, M. Hashem
12
Robinson, Peter M.
12
Sun, Yiguo
12
Chen, Xiaohong
11
Ghysels, Eric
11
Koopman, Siem Jan
11
Lesage, James P.
11
Mills, Terence C.
11
Stock, James H.
11
Ullah, Aman
11
White, Halbert
11
Xiao, Zhijie
11
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10
Chan, Ngai Hang
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Applied economics letters
2
Econometric theory
1
Economic modelling
1
Journal of economic integration
1
Journal of economic surveys
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
The review of economic studies
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
11
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1
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
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
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
- In:
The review of economic studies
83
(
2016
)
4
,
pp. 1511-1543
Persistent link: https://www.econbiz.de/10011656547
Saved in:
4
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic integration
26
(
2011
)
2
,
pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
Saved in:
5
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
6
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
7
Minimum distance estimation of nonstationary time series models
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1385-1407
Persistent link: https://www.econbiz.de/10001716909
Saved in:
8
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:
9
Efficient estimation of cointegration vectors and testing for causality in vector autoregressions
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of economic surveys
13
(
1999
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001255599
Saved in:
10
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:
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