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subject:"Wechselkurs"
type:"article"
~isPartOf:"Journal of economic development"
~isPartOf:"Operations research"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Exchange rate"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Exchange rate
Schätztheorie
Estimation theory
196
Time series analysis
51
Zeitreihenanalyse
51
Estimation
43
Schätzung
43
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Simulation
20
Stochastic process
20
Stochastischer Prozess
20
Regression analysis
19
Regressionsanalyse
19
ARCH model
18
ARCH-Modell
18
Volatility
17
Volatilität
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Bayesian inference
14
Cointegration
14
Kointegration
14
Bayes-Statistik
13
Markov chain
13
Markov-Kette
13
Theorie
13
Theory
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Statistical test
12
Statistischer Test
12
Mathematical programming
11
Mathematische Optimierung
11
Statistical distribution
11
Statistische Verteilung
11
VAR model
10
VAR-Modell
10
Capital income
9
Forecasting model
9
Kapitaleinkommen
9
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5
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1
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Article in journal
191
Aufsatz in Zeitschrift
191
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English
196
Author
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Fu, Michael
5
Lam, Henry
4
Glynn, Peter W.
3
Iglesias, Emma M.
3
Peng, Yijie
3
Enders, Walter
2
Heidergott, Bernd
2
Hu, Jian-Qiang
2
Juneja, Sandeep
2
Koop, Gary
2
Lee, Junsoo
2
Li, Jing
2
Liu, Guangwu
2
Pavlidis, Efthymios G.
2
Schweikert, Karsten
2
Shah, Devavrat
2
Teräsvirta, Timo
2
Tsionas, Efthymios G.
2
Vo Hong Duc
2
Winkler, Robert L.
2
Zelenyuk, Valentin
2
Abbara, Omar
1
Adams, Warren P.
1
Ahn, Hyun-soo
1
Alexopoulos, Christos
1
Ali, Abdul Aziz
1
Alptekinoğlu, Aydın
1
Anatolyev, Stanislav
1
Arize, Augustine Chuck
1
Aswani, Anil
1
Atems, Bebonchu
1
Bahmani-Oskooee, Mohsen
1
Baillie, Richard
1
Baillon, Aurélien
1
Baldeaux, Jan
1
Ban, Gah-Yi
1
Banerjee, Anurag Narayan
1
Bansal, Saurabh
1
Baruník, Jozef
1
Baum, Donald N.
1
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Journal of economic development
Operations research
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
1,627
Economics letters
970
Econometric theory
721
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
444
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
The econometrics journal
267
Journal of applied econometrics
221
Applied economics letters
198
Oxford bulletin of economics and statistics
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
European journal of operational research : EJOR
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
International journal of forecasting
152
The review of economics and statistics
151
Econometrics : open access journal
146
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Insurance / Mathematics & economics
118
Computational economics
108
Statistical papers
103
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
81
Journal of banking & finance
75
International economic review
74
Journal of empirical finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
72
Metrika : international journal for theoretical and applied statistics
70
Annales d'économie et de statistique
69
Finance research letters
66
Empirical economics : a quarterly journal of the Institute for Advanced Studies
60
Journal of productivity analysis
60
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
196
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
3
Always valid inference : continuous monitoring of A/B tests
Johari, Ramesh
;
Koomen, Pete
;
Pekelis, Leonid
;
Walsh, David
- In:
Operations research
70
(
2022
)
3
,
pp. 1806-1821
Persistent link: https://www.econbiz.de/10013366258
Saved in:
4
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
5
Recursive importance sketching for rank constrained least squares : algorithms and high-order convergence
Luo, Yuetian
;
Huang, Wen
;
Li, Xudong
;
Zhang, Anru
- In:
Operations research
72
(
2024
)
1
,
pp. 237-256
Persistent link: https://www.econbiz.de/10014505097
Saved in:
6
Estimating large-scale tree logit models
Jagabathula, Srikanth
;
Rusmevichientong, Paat
; …
- In:
Operations research
72
(
2024
)
1
,
pp. 257-276
Persistent link: https://www.econbiz.de/10014505112
Saved in:
7
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
8
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
9
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
10
Bayesian flexible local projections
Brugnolini, Luca
;
Catania, Leopoldo
;
Hansen, Pernille
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
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