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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics letters"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Kirchler, Erich"
~person:"Sephton, Peter S."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
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USA
Theory
6
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3
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3
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Dijk, Herman K. van
Franses, Philip Hans
Kirchler, Erich
Sephton, Peter S.
Afonso, Oscar
7
Cook, Steven
7
Weisman, Dennis L.
7
Chang, Tsangyao
6
Gil-Alaña, Luis A.
6
Peel, David
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Simonian, Joseph
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Hatemi-J, Abdulnasser
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4
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4
Miyakoshi, Tatsuyoshi
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Nadarajah, Saralees
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Shavit, Tal
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Ben-Zion, Uri
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Law, David
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Applied economics letters
Applied financial economics letters
Economics letters
13
Econometric reviews
12
International journal of forecasting
11
Journal of econometrics
10
Journal of economic psychology : research in economic psychology and behavioral economics
10
Journal of forecasting
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of applied econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
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4
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Technological forecasting & social change : an international journal
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The Canadian journal of economics
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Aggregate demand and supply : a critique of orthodox macroeconomic modelling
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ECONIS (ZBW)
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1
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
2
Breaking deterministics, test size and the efficient Wald test for fractional unit roots
Sephton, Peter S.
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 83-85
Persistent link: https://www.econbiz.de/10009412684
Saved in:
3
On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S.
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
Saved in:
4
Exchange rates and fractional integration revisited
Sephton, Peter S.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 383-387
Persistent link: https://www.econbiz.de/10003808147
Saved in:
5
Empirical causality between bigger banknotes and inflation
Franses, Philip Hans
- In:
Applied economics letters
13
(
2006
)
12
,
pp. 751-752
Persistent link: https://www.econbiz.de/10003385593
Saved in:
6
Forecasting inflation using the term structure and MARS
Sephton, Peter S.
- In:
Applied economics letters
12
(
2005
)
4
,
pp. 199-202
Persistent link: https://www.econbiz.de/10002698681
Saved in:
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