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isPartOf:"Review of international economics"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Statistische Verteilung"
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Estimation
ARCH model
Bayes-Statistik
Statistische Verteilung
Theorie
595
Theory
595
Schätzung
135
Forecasting model
76
Prognoseverfahren
76
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Marcellino, Massimiliano
3
Bauwens, Luc
2
Bia, Michela
2
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2
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Carrasco, Marine
2
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1
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1
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Review of international economics
Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Centre for Economic Policy Research
297
Working paper / National Bureau of Economic Research, Inc.
177
Economic modelling
156
Discussion papers / CEPR
152
Journal of econometrics
141
International journal of forecasting
138
Economics letters
136
Applied economics
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
115
Finance research letters
113
SpringerLink / Bücher
105
Insurance / Mathematics & economics
103
Journal of empirical finance
90
European journal of operational research : EJOR
89
International review of economics & finance : IREF
89
Journal of economic dynamics & control
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Journal of banking & finance
71
The North American journal of economics and finance : a journal of financial economics studies
70
Energy economics
69
International review of financial analysis
66
Journal of macroeconomics
66
Macroeconomic dynamics
63
Journal of international money and finance
62
Quantitative finance
61
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Computational economics
55
Econometric reviews
51
Journal of forecasting
48
European economic review : EER
46
Journal of monetary economics
43
Journal of financial economics
42
Journal of financial econometrics
39
Journal of applied econometrics
38
The European journal of finance
38
Operations research
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Scandinavian actuarial journal
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ECONIS (ZBW)
188
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1
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
2
Inflation is still a monetary phenomenon : a wavelet analysis of inflation, oil prices and money supply
El-Gamal, Mahmoud A.
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 164-169
Persistent link: https://www.econbiz.de/10014448283
Saved in:
3
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
Saved in:
4
Graphical assistant grouped network autoregression model : a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
Saved in:
5
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
6
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
7
Asymmetric adjustment of clean energy demand in the OECD countries
Weng, Chunfei
;
Huang, Jingong
;
Chua, Chew Lian
- In:
Applied economics letters
31
(
2024
)
11
,
pp. 1000-1013
Persistent link: https://www.econbiz.de/10014557937
Saved in:
8
The equity premium puzzle and two assets : GMM estimation
Chung, Chune Young
;
Fard, Amirhossein
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1188-1194
Persistent link: https://www.econbiz.de/10014558774
Saved in:
9
Testing an IV method for reducing quality bias in demand systems estimations
Vigani, Mauro
;
Dudu, Hasan
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3034-3038
Persistent link: https://www.econbiz.de/10014441356
Saved in:
10
Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
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