//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~subject:"Estimation theory"
~subject:"Kointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Estimation theory
Kointegration
Schätztheorie
29
Theorie
10
Theory
10
Estimation
7
Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Exchange rate
5
Statistical error
5
Statistischer Fehler
5
Großbritannien
4
Modellierung
4
Scientific modelling
4
USA
4
United Kingdom
4
United States
4
Causality analysis
2
Cointegration
2
France
2
Frankreich
2
Japan
2
Kaufkraftparität
2
Kausalanalyse
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Purchasing power parity
2
Time-varying coefficients
2
Yield curve
2
Zinsstruktur
2
1979-1990
1
1979-1993
1
1979-1994
1
Arbeitsmarkttheorie
1
Beta risk
1
Betafaktor
1
Bruttoinlandsprodukt
1
Budget deficit
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
2
Book section
2
Language
All
English
29
Author
All
Caporale, Guglielmo Maria
Hall, Stephen G.
Phillips, Peter C. B.
95
Baltagi, Badi H.
69
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
58
Ullah, Aman
56
Newey, Whitney K.
54
Andrews, Donald W. K.
53
Tsionas, Efthymios G.
51
Su, Liangjun
48
Wooldridge, Jeffrey M.
45
Kumbhakar, Subal
42
Pesaran, M. Hashem
42
Robinson, Peter M.
41
White, Halbert
41
Gouriéroux, Christian
40
Ohtani, Kazuhiro
40
Gao, Jiti
38
Chen, Songnian
36
Parmeter, Christopher F.
36
Simar, Léopold
36
Horowitz, Joel
35
McAleer, Michael
35
Bera, Anil K.
34
Perron, Pierre
34
Dufour, Jean-Marie
33
Hsiao, Cheng
33
Fan, Yanqin
32
Hahn, Jinyong
32
Krämer, Walter
32
Bai, Jushan
31
Cai, Zongwu
31
Florens, Jean-Pierre
31
Lütkepohl, Helmut
31
Chen, Xiaohong
30
Giles, David E. A.
30
Hansen, Bruce E.
30
Hendry, David F.
29
Zhang, Xinyu
29
Hausman, Jerry A.
28
more ...
less ...
Published in...
All
Economic modelling
3
Applied economics letters
2
Econometrics : open access journal
2
Macroeconomic dynamics
2
Applied economics
1
Computational economics
1
Econometric analysis of financial markets
1
Econometric modelling with cointegrated variables : special issue
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics letters
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of economic integration
1
Journal of economic surveys
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Oxford bulletin of economics and statistics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Research in international business and finance
1
Revue roumaine des sciences économiques
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
11
-
20
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Garganas, Eugenie
;
Hall, Stephen G.
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 152-171
Persistent link: https://www.econbiz.de/10009159751
Saved in:
12
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:
13
Estimation of parameters in the presence of model misspecification and measurement error
Swamy, Paravastu A. V. B.
;
Tavlas, George S.
;
Hall, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009515147
Saved in:
14
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:
15
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:
16
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:
17
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:
18
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:
19
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
20
Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->