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Time series analysis
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Franses, Philip Hans
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Caporale, Guglielmo Maria
90
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57
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52
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Taylor, Robert
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Hendry, David F.
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Robinson, Peter M.
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Saikkonen, Pentti
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Stock, James H.
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Kapetanios, George
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
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Journal of econometrics
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317
Economics letters
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Journal of forecasting
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Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
76
Applied economics letters
71
CREATES research paper
70
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
56
Cowles Foundation discussion paper
55
Energy economics
55
NBER working paper series
53
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
SFB 649 discussion paper
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
44
Econometrics : open access journal
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The review of economics and statistics
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ECONIS (ZBW)
12,583
ArchiDok
2
EconStor
1
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1
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1
GARP violation, economic enironment distortions and shadow prices : evidence from household expenditure panel data
Diaye, Marc-Arthur
;
Gardes, Françoise
;
Starzec, Krzysztof
- In:
Annales d'économie et de statistique
90
(
2008
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003910503
Saved in:
2
The world according to GARP : non-parametric tests of demand
theory
and rational behavior
Diaye, Marc-Arthur
;
Gardes, François
;
Starzec, Krzysztof
-
2001
Persistent link: https://www.econbiz.de/10001620425
Saved in:
3
New tools of economic dynamics
Leśkow, Jacek
(
ed.
);
Puchet, Martín
(
contributor
); …
-
2005
agents models, microsimulation in econometrics, large-scale system analysis, and dynamical systems
theory
. It shows the …
Persistent link: https://www.econbiz.de/10002470498
Saved in:
4
New Tools of Economic Dynamics
Leskow, Jacek
(
contributor
);
Punzo, Lionello F.
(
contributor
)
-
2005
, microsimulation in econometrics, large-scale system analysis, and dynamical systems
theory
. It shows the potential of a comprehensive …
Persistent link: https://www.econbiz.de/10014014066
Saved in:
5
Modeling exchange rate dynamics in
Egypt
: observed and unobserved volatility
Rofael, Dina
;
Hosni, Rana
- In:
Modern economy
6
(
2015
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011285372
Saved in:
6
Markov switching and state-space approaches for investigating the link between Egyptian inflation level and uncertainty
Achour, Maha
;
Trabelsi, Abdelwahed
- In:
Review of Middle East economics and finance
6
(
2010
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009629344
Saved in:
7
Volatility Modeling and Forecasting of the Egyptian : Stock Market Index using ARCH Models
Ebeid, Said T.
;
Bedeir Alkholi, Gamal B. A.
-
2021
This paper estimates and evaluates the forecasting performance of four alternative ARCH- type Models for predicting stock price index volatility using daily Egyptian data. The competing Models include GARCH, EGARCH, GJR and APAPCH used with four different distributions, Gaussian normal,...
Persistent link: https://www.econbiz.de/10013229604
Saved in:
8
Deregulation, external deficits and foreign debt : a test of the Australian intertemporal budget constraint
Bodman, Philip M.
-
1994
Persistent link: https://www.econbiz.de/10000897345
Saved in:
9
A time-series postmortem on Eurozone financial integration and the debt crisis : modeling and policy implications
Shoesmith, Gary L.
- In:
International journal of business
19
(
2014
)
2
,
pp. 113-131
Persistent link: https://www.econbiz.de/10010362076
Saved in:
10
An empirical investigation of the applicability of the debt overhang hypothesis in Zimbabwe
Stella, Masere Victoria
;
Chikaza, Z.
- In:
The IUP journal of applied economics
12
(
2013
)
4
,
pp. 7-23
Persistent link: https://www.econbiz.de/10010223501
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