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~subject:"Estimation theory"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Konferenzbeitrag"
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Search: subject:"expectations"
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Estimation theory
Theorie
595
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595
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485
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485
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319
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308
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249
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249
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236
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151
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1
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1
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1
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Econometric analysis of financial markets
3
Reihe Quantitative Ökonomie : Ökon
3
Zero-coupon yield curves : technical documentation
3
Advances of OR in commodities and financial modeling
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Aspekte der Geldpolitik in offenen Volkswirtschaften
1
Aus gesamtwirtschaftlicher Sicht : Festschrift für Jürgen Kromphardt
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Essays in econometrics
1
Essays in expectations formation in macroeconomics
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Essays on risk, financial integration and learning
1
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
1
Handbook of research methods and applications in empirical finance
1
Institutions and incentives in monetary and fiscal policy
1
Interest rates : term structure models, monetary policy, and prediction
1
Inventory, business cycles and monetary transmission
1
Journal of econometrics
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Modelling techniques for financial markets and bank management
1
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Rational expectations and regime shifts in macroeconometrics
1
Reducing inflation : motivation and strategy
1
Schriften zur Geldtheorie und Geldpolitik
1
Selected topics in applied econometrics
1
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
1
Studien zu Finanzen, Geld und Kapital
1
The term structure of interest rates and fixed income securities
1
Volkswirtschaftliche Schriftenreihe
1
Ökonometrie und monetärer Sektor : Ergebnisse des 3. Karlsruher Ökonometrie-Workshops
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ECONIS (ZBW)
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Where (and by how much) does a theory break down? : with an application to the expectation hypothesis
Abadir, Karim Maher
;
Atanasova, Christina
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 255-267)
.
2022
Persistent link: https://www.econbiz.de/10013194564
Saved in:
2
The
expectations
hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak
- In:
Selected topics in applied econometrics
,
(pp. 139-147)
.
2019
Persistent link: https://www.econbiz.de/10012286977
Saved in:
3
Robust term structure estimation in developed and emerging markets
Ahi, Emrah
;
Akgiray, Vedat
;
Sener, Emrah
- In:
Advances of OR in commodities and financial modeling
,
(pp. 23-49)
.
2018
Persistent link: https://www.econbiz.de/10011871334
Saved in:
4
Estimating dynamic adaptive learning models : comparing existing and new approaches
Rancoita, Elena
- In:
Essays on risk, financial integration and learning
,
(pp. 87-124)
.
2015
Persistent link: https://www.econbiz.de/10011375912
Saved in:
5
Estimating dynamic adaptive learning models : comparing existing and new approaches
Arias Gutiérrez, Agustín H.
;
Rancoita, Elena
- In:
Essays in expectations formation in macroeconomics
,
(pp. 9-47)
.
2015
Persistent link: https://www.econbiz.de/10011375916
Saved in:
6
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
Saved in:
7
Efficient nonparametric estimation of the conditional variance and correlation functions in the Nelson-Siegel yield curve model
Chavleishvili, Sulkhan
- In:
Essays in econometrics
,
(pp. 37-59)
.
2014
Persistent link: https://www.econbiz.de/10011283929
Saved in:
8
Estimating term structure models with the Kalman filter
Prokopczuk, Marcel
;
Wu, Yingying
- In:
Handbook of research methods and applications in …
,
(pp. 97-113)
.
2013
Persistent link: https://www.econbiz.de/10011897367
Saved in:
9
Advanced continuous time dynamic modelling of the Japanese yield curve
Nowman, Kalid Ben
- In:
Interest rates : term structure models, monetary …
,
(pp. 3-17)
.
2012
Persistent link: https://www.econbiz.de/10009658370
Saved in:
10
The Phillips Curve as a macroeconometric relation : evolution and recent econometric developments
Dufour, Jean-Marie
;
Scheufele, Rolf
- In:
Empirische Makroökonomik für Deutschland: Analysen, …
,
(pp. 27-48)
.
2009
Persistent link: https://www.econbiz.de/10003792075
Saved in:
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