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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"CAMA working paper series"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper series / University of Heidelberg, Department of Economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~person:"Dungey, Mardi H."
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~person:"Kim, Jong-Min"
~person:"Kollmann, Robert"
~person:"Leybourne, Stephen James"
~person:"Ranjbar, Omid"
~subject:"Bayes-Statistik"
~subject:"Bayesian methods"
~subject:"Bewertung"
~subject:"Convergence criteria"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Financial market"
~subject:"Panel study"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
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Time varying parameters
Zustandsraummodell
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Newbold, Paul
Dungey, Mardi H.
Kapetanios, George
Karanasos, Menelaos
Kim, Jong-Min
Kollmann, Robert
Leybourne, Stephen James
Ranjbar, Omid
Gil-Alaña, Luis A.
5
Moosa, Imad A.
5
Tawadros, George B.
3
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Applied economics
CAMA working paper series
Cambridge working papers in economics
Discussion paper series / University of Heidelberg, Department of Economics
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
Economic research paper / Loughborough University, Department of Economics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
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Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
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2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang
;
Ranjbar, Omid
;
Lee, Chi-Chuan
- In:
Applied economics
53
(
2021
)
24
,
pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Saved in:
4
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
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