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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Journal of financial econometrics"
~person:"Christou, Christina"
~person:"Li, Luyang"
~subject:"Estimation"
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Time series analysis
United States
Estimation
Schätzung
4
Zeitreihenanalyse
3
Business cycle
2
Estimation theory
2
Forecasting model
2
Konjunktur
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
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Risiko
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Risk
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Schätztheorie
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USA
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Aktienmarkt
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Business fluctuations and cycles
1
Börsenkurs
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CAPM
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Capital income
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Climate risks
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Klimawandel
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Local linear estimation
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Locally stationary process
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Long-horizon stock return
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English
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Christou, Christina
Li, Luyang
Gupta, Rangan
6
Caraiani, Petre
3
Cepni, Oguzhan
3
Dimitrakopoulos, Stefanos
3
Stengos, Thanasēs
3
Westerlund, Joakim
3
Alfarano, Simone
2
Antonakakis, Nikolaos
2
Beaudry, Paul
2
Bin, Peng
2
Blanco Arroyo, Omar
2
Blomkvist, Magnus
2
Caggiano, Giovanni
2
Castelnuovo, Efrem
2
Chan, Joshua
2
Chang, Seong Yeon
2
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2
Ghysels, Eric
2
Gil-Alaña, Luis A.
2
Glocker, Christian
2
Gong, Yuting
2
Guérin, Pierre
2
Gómez, Manuel A.
2
Hansen, Peter Reinhard
2
Henderson, Daniel J.
2
Hindrayanto, Irma
2
Huang, Zhuo
2
Jansen, Dennis W.
2
Jochmans, Koen
2
Karlsson, Sune
2
Kohlscheen, Emanuel
2
Koopman, Siem Jan
2
Korkeamaki, Timo P.
2
Kumbhakar, Subal
2
Li, Chen
2
Li, Mingyang
2
Li, Rui
2
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2
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Economics letters
Journal of financial econometrics
Economic modelling
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of portfolio analysis and management : IJPAM
1
International review of economics & finance : IREF
1
Journal of economic studies
1
Journal of multinational financial management
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
3
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
4
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
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