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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~subject:"United Kingdom"
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Search: subject_exact:"Estimation"
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Estimation
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Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
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Gupta, Rangan
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Pesaran, M. Hashem
2
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1
Aslanidis, Nektarios
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International journal of finance & economics : IJFE
Journal of econometrics
Journal of monetary economics
Applied economics
114
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50
Oxford bulletin of economics and statistics
39
The economic journal : the journal of the Royal Economic Society
38
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of futures markets
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International review of economics & finance : IREF
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ECONIS (ZBW)
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11
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
12
Panel data models and the uncovered interest parity condition : the role of two-way unobserved components
Herger, Nils
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011560517
Saved in:
13
Misreported schooling, multiple measures and returns to educational qualifications
Battistin, Erich
;
De Nadai, Michele
;
Sianesi, Barbara
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 136-150
Persistent link: https://www.econbiz.de/10010473328
Saved in:
14
Lumpiness, capital adjustment costs and investment dynamics
Fiori, Giuseppe
- In:
Journal of monetary economics
59
(
2012
)
4
,
pp. 381-392
Persistent link: https://www.econbiz.de/10009622484
Saved in:
15
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev
;
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 92-115
Persistent link: https://www.econbiz.de/10009270405
Saved in:
16
Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 366-380
Persistent link: https://www.econbiz.de/10008811289
Saved in:
17
Predicting nominal exchange rate movements using skewness information from options prices
Ratcliff, Ryan
- In:
International journal of finance & economics : IJFE
15
(
2010
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10008702364
Saved in:
18
Real exchange rate fluctuations and monetary shocks : a revisit
Chen, Shiu-sheng
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 25-32
Persistent link: https://www.econbiz.de/10001904972
Saved in:
19
Real exchange rates and real interest differentials : implications of nonlinear adjustment in real exchange rates
Nakagawa, Hironobu
- In:
Journal of monetary economics
49
(
2002
)
3
,
pp. 629-649
Persistent link: https://www.econbiz.de/10001664348
Saved in:
20
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
Saved in:
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