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Median-unbiased estimation in DF-GLS regressions and the PPP puzzle

Lopez, Claude; Murray, Christian J.; Papell, David H. - In: Applied economics 45 (2013) 4/6, pp. 455-464

Persistent link: https://www.econbiz.de/10009715043

Parameter estimation and forecasting for multiplicative lognormal cascades

Leövey, Andrés E.; Lux, Thomas - 2011

Generalized Method of Moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We … foreign exchange markets. -- Random Lognormal cascades ; GMM estimation ; best linear forecasting ; volatility of financial …

Persistent link: https://www.econbiz.de/10009389845

Jointness of growth determinants

Doppelhofer, Gernot; Weeks, Melvyn - In: Journal of applied econometrics 24 (2009) 2, pp. 209-244

Persistent link: https://www.econbiz.de/10003817799

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002808264

Experimental and non-experimental evaluation of economic policy and models

Ham, John C. (contributor) - 2005

Persistent link: https://www.econbiz.de/10002526525

Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002808714

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George (contributor); … - 2005

are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …

Persistent link: https://www.econbiz.de/10002734112

Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model : international evidence

Babbs, Simon H.; Nowman, K. Ben - In: Asia-Pacific financial markets 5 (1998) 2, pp. 159-183

Persistent link: https://www.econbiz.de/10001372065

On the accuracy of VaR estimates based on the variance-covariance approach

Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998

Persistent link: https://www.econbiz.de/10001305354

A model of the real exchange rate

Creedy, John - In: Nonlinear economic models : cross-sectional, times …, (pp. 143-159). 1997

Persistent link: https://www.econbiz.de/10001302942

A service of the