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subject:"Schätzung"
~person:"Chirinko, Robert S."
~person:"Gil-Alaña, Luis A."
~person:"Härdle, Wolfgang"
~subject:"Econometrics"
~subject:"Konjunktur"
~subject:"Theory of aggregate investment"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
Econometrics
Konjunktur
Theory of aggregate investment
Theorie
131
Theory
131
Time series analysis
54
Zeitreihenanalyse
54
Estimation
47
USA
24
United States
24
Einheitswurzeltest
16
Unit root test
16
Cointegration
15
Kointegration
15
Volatility
15
Volatilität
15
Fractional integration
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Börsenkurs
11
Share price
11
Capital income
10
Kapitaleinkommen
10
Persistence
9
Estimation theory
8
Großbritannien
8
Portfolio selection
8
Portfolio-Management
8
Risikomaß
8
Risk measure
8
Schätztheorie
8
United Kingdom
8
fractional integration
8
long memory
8
Investition
7
Investment
7
Exchange rate
6
Forecasting model
6
Long memory
6
Prognoseverfahren
6
Regression analysis
6
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6
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17
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2
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Article
54
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Aufsatz in Zeitschrift
Arbeitspapier
92
Working Paper
92
Graue Literatur
89
Non-commercial literature
89
Article in journal
54
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
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English
54
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Chirinko, Robert S.
Gil-Alaña, Luis A.
Härdle, Wolfgang
Serletis, Apostolos
30
Caporale, Guglielmo Maria
29
Kumbhakar, Subal
26
Phillips, Peter C. B.
25
Gupta, Rangan
24
Gallegati, Mauro
20
Ghysels, Eric
19
Bahmani-Oskooee, Mohsen
18
Moosa, Imad A.
18
McAleer, Michael
17
Wohar, Mark E.
17
Koop, Gary
16
Franses, Philip Hans
15
Hendry, David F.
15
Pesaran, M. Hashem
15
Semmler, Willi
15
Chang, Tsangyao
14
Creedy, John
14
Engsted, Tom
14
Koopman, Siem Jan
14
Tsionas, Efthymios G.
14
Diebold, Francis X.
13
Geweke, John
13
Peel, David
13
Apergēs, Nikolaos
12
Barnett, William A.
12
Bollerslev, Tim
12
Caballero, Ricardo J.
12
Chan, Joshua
12
Fabozzi, Frank J.
12
Granger, C. W. J.
12
Heckman, James J.
12
Jawadi, Fredj
12
MacDonald, Ronald
12
Narayan, Paresh Kumar
12
Sickles, Robin C.
12
Taylor, Mark P.
12
Timmermann, Allan
12
Tzavalis, Elias
12
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Applied economics letters
5
Empirica : journal of european economics
3
Journal of econometrics
3
Journal of monetary economics
3
Oxford bulletin of economics and statistics
3
Applied economics
2
Economic modelling
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of forecasting
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
1
Computational economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
Financial markets, institutions & instruments
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Recherches économiques de Louvain
1
Review of derivatives research
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
1
The significance of testing in econometrics
1
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ECONIS (ZBW)
54
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54
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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
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:
7
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:
8
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:
9
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
Saved in:
10
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
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