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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of political economy"
~type:"article"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Estimation
2,246
Schätzung
2,240
Theorie
506
Theory
506
USA
315
Volatility
294
Volatilität
294
Estimation theory
280
Schätztheorie
280
Börsenkurs
278
Share price
278
Capital income
266
Kapitaleinkommen
266
Zeitreihenanalyse
231
Panel
224
Panel study
224
Welt
212
World
212
Stock market
179
Aktienmarkt
178
Forecasting model
174
Prognoseverfahren
174
Cointegration
157
Kointegration
157
Regression analysis
146
Regressionsanalyse
146
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Kaufkraftparität
133
Purchasing power parity
133
Economic growth
127
Wirtschaftswachstum
127
ARCH model
113
ARCH-Modell
113
Exchange rate
95
Einheitswurzeltest
93
Unit root test
93
Wechselkurs
93
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Undetermined
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1
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Article in journal
532
Aufsatz in Zeitschrift
532
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English
533
Author
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Gil-Alaña, Luis A.
12
Gupta, Rangan
7
Todorov, Viktor
7
Caporale, Guglielmo Maria
6
Chang, Tsangyao
6
Bollerslev, Tim
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
McAleer, Michael
5
Tauchen, George Eugene
5
Bahmani-Oskooee, Mohsen
4
Tiwari, Aviral Kumar
4
Wohar, Mark E.
4
Andersen, Torben
3
Baltagi, Badi H.
3
Cai, Yifei
3
Fan, Jianqing
3
Goel, Rajeev K.
3
Hammoudeh, Shawkat
3
Heckman, James J.
3
Huang, Ho-chuan
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Ranjbar, Omid
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Ōgaki, Masao
3
Ahmad, Wasim
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Bhaskara Rao, Buddhavarapu
2
Bils, Mark
2
Brooks, Robert
2
Caporin, Massimiliano
2
Carcel, Hector
2
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Applied economics letters
International review of economics & finance : IREF
Journal of econometrics
Journal of political economy
Applied economics
337
The review of economics and statistics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Economic modelling
158
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
137
Journal of applied econometrics
119
Applied financial economics
118
Journal of international money and finance
93
The review of financial studies
92
Journal of money, credit and banking : JMCB
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
86
The journal of futures markets
86
International journal of forecasting
83
Journal of banking & finance
77
The North American journal of economics and finance : a journal of financial economics studies
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Journal of economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
65
Journal of labor economics
61
Journal of forecasting
59
Journal of financial economics
58
Econometric reviews
57
The quarterly journal of economics
56
Finance research letters
54
Economic inquiry : journal of the Western Economic Association International
53
Journal of empirical finance
53
Macroeconomic dynamics
53
American journal of agricultural economics
50
Journal of human resources : JHR
49
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ECONIS (ZBW)
533
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533
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
3
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
4
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
5
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
6
Testing fiscal sustainability in OECD countries : new evidence from the past centuries
Saadaoui, Jamel
;
Lau, Chi Keung
;
Cai, Yifei
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 676-682
Persistent link: https://www.econbiz.de/10014557825
Saved in:
7
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
8
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
9
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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