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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Gil-Alaña, Luis A."
~person:"Granger, C. W. J."
~person:"McMillen, Daniel P."
~subject:"Ökonometrie"
~type_genre:"Forschungsbericht"
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Schätzung
Ökonometrie
Theorie
138
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138
Time series analysis
63
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63
Estimation
48
Estimation theory
21
Schätztheorie
21
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Gil-Alaña, Luis A.
Granger, C. W. J.
McMillen, Daniel P.
Caporale, Guglielmo Maria
28
Serletis, Apostolos
27
Kumbhakar, Subal
26
Phillips, Peter C. B.
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Ghysels, Eric
17
McAleer, Michael
17
Moosa, Imad A.
16
Hendry, David F.
15
Pesaran, M. Hashem
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Creedy, John
14
Engsted, Tom
14
Koop, Gary
14
Barnett, William A.
13
Peel, David
13
Apergēs, Nikolaos
12
Bollerslev, Tim
12
Fabozzi, Frank J.
12
Geweke, John
12
Heckman, James J.
12
Jawadi, Fredj
12
Koopman, Siem Jan
12
MacDonald, Ronald
12
Narayan, Paresh Kumar
12
Sickles, Robin C.
12
Tsionas, Efthymios G.
12
Tzavalis, Elias
12
Anselin, Luc
11
Blundell, Richard W.
11
Chan, Joshua
11
Diebold, Francis X.
11
Franses, Philip Hans
11
Taylor, Mark P.
11
Timmermann, Allan
11
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Journal of urban economics
8
Applied economics letters
5
Applied economics
2
Economic modelling
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Empirica : journal of european economics
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Oxford bulletin of economics and statistics
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Applied financial economics letters
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International review of financial analysis
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Recherches économiques de Louvain
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Regional science & urban economics
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Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economic journal : the journal of the Royal Economic Society
1
The empirical economics letters : a monthly international journal of economics
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The significance of testing in econometrics
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ECONIS (ZBW)
56
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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
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
3
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
4
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:
5
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
6
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
7
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
8
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
9
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
10
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
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