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person:"Franses, Philip Hans"
subject:"Prognoseverfahren"
~person:"Chang, Tsangyao"
~person:"Narayan, Paresh Kumar"
~subject:"Strukturbruch"
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Prognoseverfahren
Strukturbruch
Schätzung
300
Estimation
299
Einheitswurzeltest
77
Unit root test
77
Panel
59
Panel study
59
Time series analysis
59
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59
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58
Kointegration
58
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57
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57
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44
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77
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Franses, Philip Hans
Chang, Tsangyao
Narayan, Paresh Kumar
Gupta, Rangan
93
Marcellino, Massimiliano
53
Pierdzioch, Christian
46
McMillan, David G.
41
Caporale, Guglielmo Maria
39
McAleer, Michael
38
Pesaran, M. Hashem
35
Timmermann, Allan
35
Ma, Feng
33
Gil-Alaña, Luis A.
32
Schorfheide, Frank
31
Balcilar, Mehmet
30
Swanson, Norman R.
29
Clark, Todd E.
28
Diebold, Francis X.
28
Zaremba, Adam
27
Huber, Florian
25
Siliverstovs, Boriss
25
Guidolin, Massimo
24
Kilian, Lutz
24
Wang, Yudong
24
Härdle, Wolfgang
23
Ravazzolo, Francesco
23
Baumeister, Christiane
22
Bollerslev, Tim
22
Döpke, Jörg
22
Ghysels, Eric
22
Herwartz, Helmut
22
Wohar, Mark E.
22
Wolters, Maik H.
22
Kim, Hyeongwoo
21
Zhang, Yaojie
21
Pettenuzzo, Davide
20
Kapetanios, George
19
Koop, Gary
19
Salisu, Afees A.
19
Fritsche, Ulrich
18
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Econometric Institute research papers
7
Journal of international financial markets, institutions & money
7
Applied economics
5
Emerging markets review
4
International journal of forecasting
3
International review of economics & finance : IREF
3
Economic modelling
2
Energy economics
2
International journal of economics
2
Iranian economic review : journal of University of Tehran
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Pacific-Basin finance journal
2
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2
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2
Applied economics letters
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1
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1
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1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
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1
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
1
International Journal of Financial Studies : open access journal
1
International review of financial analysis
1
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1
Journal of forecasting
1
Queen's Economics Department working paper
1
Romanian journal of economic forecasting
1
SWP 2011/10
1
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Indian economic journal
1
The South African journal of economics
1
The empirical economics letters : a monthly international journal of economics
1
The journal of international trade & economic development
1
Tinbergen Institute Discussion Paper
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ECONIS (ZBW)
77
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
3
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
4
Testing the structural break of Taiwan inbound tourism markets
Min, Jennifer C. H.
;
Kung, Hsien-Hung
;
Chang, Tsangyao
- In:
Romanian journal of economic forecasting
22
(
2019
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10012129034
Saved in:
5
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
6
Revisit hysteresis unemployment in eastern European countries using quantile regression
Xie, Hong
;
Chang, Tsangyao
;
Grigorescu, Adriana
;
Hung, Ken
- In:
Ekonomický časopis : časopis pre ekonomickú …
66
(
2018
)
5
,
pp. 522-537
Persistent link: https://www.econbiz.de/10012152810
Saved in:
7
Bond return predictability : evidence from 25 OECD countries
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820862
Saved in:
8
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
9
Predicting exchange rate returns
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
;
Dinh Hoang …
- In:
Emerging markets review
42
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012414387
Saved in:
10
Income convergence toward USA : new evidences for Latin and South American countries
Ranjbar, Omid
;
Chang, Tsangyao
;
Lee, Chien-chiang
- In:
Iranian economic review : journal of University of Tehran
20
(
2016
)
2
,
pp. 141-162
Persistent link: https://www.econbiz.de/10011582366
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