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subject:"Estimation theory"
subject:"Schätzung"
~person:"Caporale, Guglielmo Maria"
~person:"Pesaran, M. Hashem"
~person:"Robinson, Peter M."
~subject:"Macroeconometrics"
~type_genre:"Article in journal"
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Estimation theory
Schätzung
Macroeconometrics
Theorie
179
Theory
179
Time series analysis
49
Zeitreihenanalyse
49
Schätztheorie
44
Estimation
42
Cointegration
18
Großbritannien
18
Kointegration
18
USA
18
United Kingdom
18
United States
18
Panel
15
Panel study
15
Rational expectations
14
Rationale Erwartung
14
Statistical theory
14
Statistische Methodenlehre
14
Exchange rate
13
Wechselkurs
13
Forecasting model
12
Prognoseverfahren
12
Börsenkurs
11
Share price
11
Capital income
10
Kapitaleinkommen
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
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Volatility
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Volatilität
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Deutschland
9
Einheitswurzeltest
9
Germany
9
Unit root test
9
Stochastic process
8
Stochastischer Prozess
8
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7
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Article
84
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Article in journal
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138
Working Paper
138
Graue Literatur
131
Non-commercial literature
131
Aufsatz in Zeitschrift
84
Aufsatz im Buch
6
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Collection of articles of several authors
2
Sammelwerk
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2
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English
84
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Caporale, Guglielmo Maria
Pesaran, M. Hashem
Robinson, Peter M.
Phillips, Peter C. B.
41
Gil-Alaña, Luis A.
33
Andrews, Donald W. K.
31
McAleer, Michael
30
Kumbhakar, Subal
29
Newey, Whitney K.
28
Li, Qi
27
Serletis, Apostolos
27
Baltagi, Badi H.
26
Hendry, David F.
25
Ullah, Aman
25
Ghysels, Eric
24
Bahmani-Oskooee, Mohsen
22
Gouriéroux, Christian
22
Lee, Lung-fei
22
Giles, David E. A.
21
Gupta, Rangan
21
Ohtani, Kazuhiro
21
Franses, Philip Hans
20
Granger, C. W. J.
20
Diebold, Francis X.
19
Krämer, Walter
19
Schmidt, Peter
19
Horowitz, Joel
18
King, Maxwell L.
18
Koop, Gary
18
Wooldridge, Jeffrey M.
18
Bai, Jushan
17
Blundell, Richard W.
17
Bollerslev, Tim
17
Hahn, Jinyong
17
Lütkepohl, Helmut
17
Moosa, Imad A.
17
Pagan, Adrian R.
17
Creedy, John
16
Engle, Robert F.
16
Heckman, James J.
16
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of econometrics
8
Journal of applied econometrics
6
Oxford bulletin of economics and statistics
5
Applied economics letters
3
Economic modelling
3
Economics letters
3
Journal of economic surveys
3
The review of economic studies
3
Applied economics
2
Econometric reviews
2
Econometric theory
2
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of international money and finance
2
The economic journal : the journal of the Royal Economic Society
2
Applied financial economics letters
1
Computational economics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the American Statistical Association : JASA
1
On modelling the long run in applied economics
1
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
1
Research in human capital and development : RHCD ; a research annual
1
Research in international business and finance
1
Review of financial economics : RFE
1
Revista de econometria
1
Revista española de economía
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
1
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ECONIS (ZBW)
84
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
3
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
4
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
5
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
6
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
7
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
9
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
10
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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