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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Open economies review"
~person:"Bauwens, Luc"
~person:"Sibbertsen, Philipp"
~source:"econis"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Handbook"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Statistical distribution
Unit root test
Theorie
4
Theory
4
Time series analysis
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Econometrics
1
Exchange rate
1
Fractional integration
1
Industrial organization
1
Industrieökonomik
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Kaufkraftparität
1
Level shifts
1
Long memory
1
Markov chain
1
Markov-Kette
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Multivariate Analyse
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Multivariate analysis
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Nichtlineare Regression
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Nonlinear regression
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Purchasing power parity
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Schätzung
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Structural break
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Structural breaks
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Strukturbruch
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US dollar
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US-Dollar
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Wechselkurs
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Welt
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World
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Article in journal
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Bauwens, Luc
Sibbertsen, Philipp
Pesaran, M. Hashem
6
Clark, Todd E.
4
Franses, Philip Hans
4
Koop, Gary
4
Lucas, André
4
Baltagi, Badi H.
3
Barnett, William A.
3
Bleaney, Michael F.
3
Clements, Michael P.
3
Hall, Stephen G.
3
Kapetanios, George
3
Koopman, Siem Jan
3
MacKinnon, James G.
3
Marcellino, Massimiliano
3
Osborn, Denise R.
3
Pagan, Adrian R.
3
Palm, Franz C.
3
Phillips, Peter C. B.
3
Psaradakis, Zacharias G.
3
Serletis, Apostolos
3
Sola, Martin
3
Tian, Mo
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Banerjee, Anindya
2
Becker, Ralf
2
Berg, Gerard J. van den
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Creal, Drew
2
Deb, Partha
2
Deschamps, Jean-Philippe
2
Dijk, Herman K. van
2
Fair, Ray C.
2
Fleissig, Adrian R.
2
Galvão, Ana Beatriz C.
2
Garcia, René
2
Ghysels, Eric
2
Giacomini, Raffaella
2
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Journal of applied econometrics
Open economies review
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annales d'économie et de statistique
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
L'hétérogénéité en économétrie : numéro spécial
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Wiley handbooks in financial engineering and econometrics
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ECONIS (ZBW)
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Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
2
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
Saved in:
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