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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics letters"
~person:"Dijk, Herman K. van"
~person:"Franses, Philip Hans"
~person:"Gil-Alaña, Luis A."
~person:"Kirchler, Erich"
~person:"Moss, Charles B."
~subject:"1960-1997"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"USA"
~type:"article"
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Schätztheorie
1960-1997
ARCH-Modell
Estimation theory
Forecasting model
Monte-Carlo-Simulation
Theorie
USA
Theory
10
Time series analysis
7
Zeitreihenanalyse
7
Estimation
6
Schätzung
6
Nichtlineare Regression
2
Nichtparametrisches Verfahren
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2
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fractional integration
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Entrepreneurship
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Fractional integration
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Geldmenge
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1
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Dijk, Herman K. van
Franses, Philip Hans
Gil-Alaña, Luis A.
Kirchler, Erich
Moss, Charles B.
Afonso, Oscar
7
Weisman, Dennis L.
7
Chang, Tsangyao
6
Cook, Steven
6
Peel, David
6
Simonian, Joseph
6
Hatemi-J, Abdulnasser
5
Giles, David E. A.
4
Goel, Rajeev K.
4
Lin, Jyh-horng
4
Miyakoshi, Tatsuyoshi
4
Nadarajah, Saralees
4
Shaffer, Sherrill
4
Whalley, John
4
Afonso, António
3
Badinger, Harald
3
Bahmani-Oskooee, Mohsen
3
Blackwell, Calvin
3
Caporale, Guglielmo Maria
3
Chen, Junlong
3
Featherstone, Allen M.
3
Färe, Rolf
3
Gleason, John M.
3
Guest, Ross
3
Haley, M. Ryan
3
Hsing, Yu
3
Isik, Murat
3
Kumbhakar, Subal
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Law, David
3
Mixon, Franklin G.
3
Mussard, Stéphane
3
Nadimi, Soheil R.
3
Paudel, Krishna P.
3
Payne, James E.
3
Pierdzioch, Christian
3
Ruelke, Jan-Christoph
3
Sephton, Peter S.
3
Shavit, Tal
3
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Applied economics letters
Economics letters
14
Econometric reviews
12
Applied economics
11
International journal of forecasting
11
Journal of econometrics
10
Journal of economic psychology : research in economic psychology and behavioral economics
10
Journal of forecasting
9
Oxford bulletin of economics and statistics
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
Econometrics : open access journal
5
Economic modelling
5
Computational economics
3
Empirica : journal of european economics
3
Finance research letters
3
Journal of economic surveys
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Agricultural finance review
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Applied financial economics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Econometric theory
2
European review of economics and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Jahrbuch der Absatz- und Verbrauchsforschung
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Journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Macroeconomic dynamics
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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The review of economics and statistics
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A companion to economic forecasting
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Agricultural globalization, trade, and the environment
1
Agriculture in the face of changing markets, institutions and policies : challenges and strategies
1
American journal of agricultural economics
1
Annals of financial economics
1
Applied econometrics and international development
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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
Use of panel time-series data with cross-section dependence in evaluating farmland valuation : a cautionary note
Tayebi, Zahra
;
Onel, Gulcan
;
Moss, Charles B.
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 487-492
Persistent link: https://www.econbiz.de/10012485055
Saved in:
3
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
Saved in:
4
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
5
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
6
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
7
Implementation of stochastic dominance : a nonparametric kernel approach
Moss, Charles B.
;
Livanis, Grigorios
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1517-1522
Persistent link: https://www.econbiz.de/10003894970
Saved in:
8
Adapting a nonparametric pooling test for use in panel cointegration models
Mishra, Ashok K.
;
Moss, Charles B.
- In:
Applied economics letters
13
(
2006
)
6
,
pp. 355-357
Persistent link: https://www.econbiz.de/10003328404
Saved in:
9
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:
10
Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001725687
Saved in:
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