//--> //--> //--> //-->
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
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
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
Out-of-sample analysis of inte...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
95
Schätzung
95
Deutschland
50
Germany
50
Theorie
32
Theory
32
Cointegration
19
Kointegration
19
Estimation theory
17
Schätztheorie
17
Time series analysis
17
Zeitreihenanalyse
17
Volatility
14
Volatilität
14
Großbritannien
11
United Kingdom
11
Börsenkurs
10
Exchange rate
10
Share price
10
Wechselkurs
10
Arbeitslosigkeit
9
Unemployment
9
ARCH model
8
ARCH-Modell
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Einheitswurzeltest
7
Stochastic process
7
Stochastischer Prozess
7
USA
7
Unit root test
7
United States
7
Geldnachfrage
6
Money demand
6
Option pricing theory
6
Optionspreistheorie
6
Panel
6
Panel study
6
Regression analysis
6
Regressionsanalyse
6
more ...
less ...
Online availability
All
Free
100
Type of publication
All
Book / Working Paper
100
Type of publication (narrower categories)
All
Graue Literatur
100
Non-commercial literature
100
Arbeitspapier
94
Working Paper
94
Nachschlagewerk
6
Reference book
6
Language
All
English
100
Author
All
Gil-Alaña, Luis A.
9
Breitung, Jörg
8
Herwartz, Helmut
8
Härdle, Wolfgang
6
Lütkepohl, Helmut
6
Mertens, Antje
6
Wolters, Jürgen
5
Burda, Michael C.
4
Holtemöller, Oliver
4
Werwatz, Axel
4
Anger, Silke
3
Brüggemann, Ralf
3
Candelon, Bertrand
3
Caporale, Guglielmo Maria
3
Fengler, Matthias R.
3
Nautz, Dieter
3
Sperlich, Stefan
3
Teyssière, Gilles
3
Yang, Lijian
3
Chinn, Menzie David
2
Desdoigts, Alain
2
Hafner, Christian M.
2
Kleinow, Torsten
2
Kvasnicka, Michael
2
Nielsen, Hannah
2
Reimers, Hans-Eggert
2
Saikkonen, Pentti
2
Schulz, Rainer
2
Schwarze, Johannes
2
Tjostheim, Dag
2
Trenkler, Carsten
2
Weder, Mark
2
Wulff, Christian
2
Andersen, Hanfried H.
1
Bell, David R.
1
Benkwitz, Alexander
1
Bergemann, Annette
1
Boztuğ, Yasemin
1
Brüggemann, Imke
1
Bunke, Olaf
1
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
2,801
Forschungsinstitut zur Zukunft der Arbeit
351
International Monetary Fund (IMF)
230
International Monetary Fund
166
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
141
OECD
132
Institut für Weltwirtschaft
95
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
81
Springer Fachmedien Wiesbaden
79
World Bank
76
Zentrum für Europäische Wirtschaftsforschung
75
Ekonomiska forskningsinstitutet <Stockholm>
69
William Davidson Institute <Ann Arbor, Mich.>
59
Deutsches Institut für Wirtschaftsforschung
57
SOEP-IS Group
55
Tilburg University, Center for Economic Research
44
Internationaler Währungsfonds / Research Department
40
C.E.P.R. Discussion Papers
38
Edward Elgar Publishing
37
Internationaler Währungsfonds
33
Weltbank
31
Centre for Economic Performance
29
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
28
Federal Reserve Bank of San Francisco
28
Federal Reserve Bank of St. Louis
27
Verlag Dr. Kovač
27
Federal Reserve Bank of New York
26
World Trade Organization
26
Organisation for Economic Co-operation and Development
25
Trinity College Dublin / Department of Economics
25
Federal Reserve System / Board of Governors
24
University of Oxford / Institute of Economics and Statistics
24
University of Reading / Department of Economics
24
Österreichisches Institut für Wirtschaftsforschung
24
Centre for Economic Policy Research
23
TNS Infratest Sozialforschung GmbH
23
Christian-Albrechts-Universität zu Kiel
22
Friedrich-Schiller-Universität Jena
22
Birkbeck College / Department of Economics
21
more ...
less ...
Published in...
All
Discussion papers of interdisciplinary research project 373
100
Source
All
ECONIS (ZBW)
100
Showing
1
-
10
of
100
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2000
not invariant with respect to the investigated sample period. -- Purchasing power parity ;
Panel
cointegration ; Wild …
Persistent link: https://www.econbiz.de/10009612044
Saved in:
2
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar
;
Tjostheim, Dag
-
1998
We propose a method of modeling
panel
time series data with both inter- and intra-individual correlation, and of … series ; Autoregressive ; Burg-type estimates ; Intercorrelated ;
Panel
data …
Persistent link: https://www.econbiz.de/10009578021
Saved in:
3
Alternative GMM methods for nonlinear
panel
data models
Breitung, Jörg
;
Lechner, Michael
-
1998
Persistent link: https://www.econbiz.de/10009578574
Saved in:
4
A parametric approach to the
estimation
of cointegration vectors in
panel
data
Breitung, Jörg
-
2002
In this paper a parametric framework for stimation and inference in cointegrated
panel
data models is considered that …
Persistent link: https://www.econbiz.de/10009620776
Saved in:
5
The local power of some unit root tests for
panel
data
Breitung, Jörg
-
1999
nonzero mean of the t-statistic in the case of an OLS detrending method. In this paper the local power of
panel
unit root …
Persistent link: https://www.econbiz.de/10009581103
Saved in:
6
Uncovered interest parity : what can we learn from
panel
data?
Breitung, Jörg
;
Brüggemann, Ralf
-
2000
Persistent link: https://www.econbiz.de/10009611553
Saved in:
7
Non-uniformity of job-matching in a transition economy : a nonparametric analysis for the Czech Republic
Profit, Stefan
;
Sperlich, Stefan
-
1998
explorative study aims to shed some light into the black-box of the matching technology by applying nonparametric
estimation
… these techniques to a rich
panel
of monthly observations of unemployment vacancies and unemployment-to-job exits in all 76 …
Persistent link: https://www.econbiz.de/10009574874
Saved in:
8
Nonparametric
estimation
and testing of interaction in additive models
Sperlich, Stefan
;
Tjostheim, Dag
;
Yang, Lijian
-
1998
Estimation
…
Persistent link: https://www.econbiz.de/10009574875
Saved in:
9
The monetary model of the exchange rate : a structural interpretation
Moersch, Mathias
;
Nautz, Dieter
-
1998
exchange rate. The separate
estimation
of long-run money demands leads to a "structural" error correction equation which allows …
Persistent link: https://www.econbiz.de/10009574885
Saved in:
10
Semiparametric analysis of German East-West migration intentions : facts and theory
Burda, Michael C.
;
Härdle, Wolfgang
;
Müller, Marlene
; …
-
1997
Socioeconomic
Panel
. Fitting a parametric Generalized Linear Model (GLM) yields nonlinear residual behavior. This finding is not …
Persistent link: https://www.econbiz.de/10009574896
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->