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subject:"United States"
type_genre:"Article in journal"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Chang, Tsangyao"
~person:"Chavas, Jean-Paul"
~subject:"USA"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Estimation"
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United States
USA
Estimation
162
Schätzung
162
Einheitswurzeltest
51
Unit root test
51
Kaufkraftparität
50
Purchasing power parity
50
Theorie
41
Theory
41
Capital income
35
Kapitaleinkommen
35
Volatility
35
Volatilität
35
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
27
Kointegration
27
Statistical test
27
Statistischer Test
27
Börsenkurs
24
Panel
24
Panel study
24
Share price
24
Structural break
18
Strukturbruch
18
Forecasting model
16
Prognoseverfahren
16
Stochastic process
16
Stochastischer Prozess
16
Risiko
15
Risikoprämie
15
Risk
15
Risk premium
15
Nichtlineare Regression
14
Nonlinear regression
14
CAPM
13
China
12
Fourier function
11
Estimation theory
10
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Undetermined
5
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Article
38
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Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
38
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
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1
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1
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English
38
Author
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Bali, Turan G.
Bollerslev, Tim
Chang, Tsangyao
Chavas, Jean-Paul
Gupta, Rangan
52
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
25
Wohar, Mark E.
21
Heckman, James J.
14
Apergēs, Nikolaos
13
Hsing, Yu
13
Balcilar, Mehmet
12
Cebula, Richard J.
12
Neumark, David
12
Payne, James E.
12
Sarno, Lucio
11
Serletis, Apostolos
11
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Miller, Stephen M.
10
Basu, Susanto
9
Belke, Ansgar
9
Cheung, Yin-Wong
9
Engle, Robert F.
9
Gruber, Jonathan
9
Hess, Gregory D.
9
Moretti, Enrico
9
Salisu, Afees A.
9
Stock, James H.
9
Attanasio, Orazio P.
8
Blundell, Richard W.
8
Diebold, Francis X.
8
Haltiwanger, John C.
8
Hegerty, Scott W.
8
Klenow, Peter J.
8
Koopman, Siem Jan
8
Lanne, Markku
8
Lubik, Thomas A.
8
Millimet, Daniel L.
8
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Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The empirical economics letters : a monthly international journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
The review of economics and statistics
2
American journal of agricultural economics
1
Applied economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
European review of agricultural economics : ERAE
1
Financial management
1
International journal of economics
1
International journal of strategic property management
1
Journal of agricultural economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economics & management strategy : JEMS
1
Journal of money, credit and banking : JMCB
1
The American economic review
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of business : B
1
The journal of fixed income
1
The journal of futures markets
1
The review of financial studies
1
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ECONIS (ZBW)
38
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1
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10
of
38
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date (oldest first)
1
Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Xiang, Feiyun
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534846
Saved in:
2
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:
3
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
4
Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan
;
Chiu, Chien-Liang
;
Chang, Tsangyao
;
Wang, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785
Saved in:
5
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
6
Revisit asymmetric causal link between insurance activity and output in the United States
Chang, Tsangyao
;
Peng, Yi-Ting
- In:
The empirical economics letters : a monthly …
16
(
2017
)
7
,
pp. 719-726
Persistent link: https://www.econbiz.de/10011803543
Saved in:
7
Revisiting the Wagner law and Keynesian hypothesis : further evidence in the United States
Chang, Tsangyao
;
Chang, Yu-Cheng
- In:
The empirical economics letters : a monthly …
16
(
2017
)
8
,
pp. 807-811
Persistent link: https://www.econbiz.de/10011906688
Saved in:
8
The dynamic relationship between house prices and output : evidence from US metropolitan areas
Apergēs, Nikolaos
;
Simo-Kengne, Beatrice D.
;
Gupta, Rangan
- In:
International journal of strategic property management
19
(
2015
)
4
,
pp. 336-345
Persistent link: https://www.econbiz.de/10011598395
Saved in:
9
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
10
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
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