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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The European journal of finance"
~person:"Gil-Alaña, Luis A."
~subject:"Estimation"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Konferenzbeitrag"
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| 12 applied filters
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United States
Estimation
Time series analysis
Welt
Schätzung
10
Zeitreihenanalyse
7
Fractional integration
6
Cointegration
5
Kointegration
5
USA
4
Fractional cointegration
3
Großbritannien
3
Structural break
3
Strukturbruch
3
United Kingdom
3
Volatility
3
Volatilität
3
Capital income
2
Kapitaleinkommen
2
Long memory
2
Persistence
2
1260-1994
1
1983-2006
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Arbeitslosigkeit
1
Business cycle
1
Börsenkurs
1
Central America
1
Central American Monetary Council
1
Cyclical behaviour
1
EMBI
1
Economy of time
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Emerging economies
1
Emerging markets
1
Exchange rate
1
Federal Funds rate
1
Financial data
1
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Undetermined
6
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Article
10
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Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
10
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English
10
Author
All
Gil-Alaña, Luis A.
Gupta, Rangan
24
Ma, Feng
11
Wohar, Mark E.
11
Pierdzioch, Christian
10
Tiwari, Aviral Kumar
10
Caporale, Guglielmo Maria
9
Xuan Vinh Vo
9
Bouri, Elie
8
Narayan, Paresh Kumar
8
Salisu, Afees A.
8
Yarovaya, Larisa
8
Lee, Chien-chiang
7
Egger, Peter
6
Fabozzi, Frank J.
6
Lucey, Brian M.
6
McMillan, David G.
6
Zaremba, Adam
6
Österholm, Pär
6
Baltagi, Badi H.
5
Belaire-Franch, Jorge
5
Chortareas, Georgios E.
5
Corbet, Shaen
5
Cummins, Mark
5
Herwartz, Helmut
5
Lau, Chi Keung
5
Miller, Stephen M.
5
Nonejad, Nima
5
Shahzad, Syed Jawad Hussain
5
Shen, Dehua
5
Thornton, John
5
Urquhart, Andrew
5
Altunbaş, Yener
4
Ap Gwilym, Owain
4
Aslanidis, Nektarios
4
Bekiros, Stelios
4
Canarella, Giorgio
4
Christiansen, Charlotte
4
Dowling, Michael
4
Hayo, Bernd
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The European journal of finance
Applied economics
11
Applied economics letters
11
Research in international business and finance
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Journal of economics and finance
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
African development review
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Asian Journal of Empirical Research
1
Australian economic papers
1
Bulletin of economic research
1
Comparative economic studies
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economics bulletin : EB
1
Energy economics
1
Energy strategy reviews
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
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ECONIS (ZBW)
10
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1
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10
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10
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date (oldest first)
1
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
2
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
3
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:
4
Inflation analysis in the Central American Monetary Council
Carcel, Hector
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
Saved in:
5
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
6
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
7
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
8
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
9
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
10
Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
Saved in:
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