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subject:"United States"
type_genre:"Article in journal"
~person:"Caporale, Guglielmo Maria"
~person:"Chavas, Jean-Paul"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Estimation theory"
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United States
Estimation theory
Estimation
135
Schätzung
135
Theorie
55
Theory
55
Time series analysis
53
Zeitreihenanalyse
53
USA
49
Cointegration
29
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fractional integration
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Article in journal
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Caporale, Guglielmo Maria
Chavas, Jean-Paul
Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
52
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Wohar, Mark E.
24
Kumbhakar, Subal
18
Heckman, James J.
15
Apergēs, Nikolaos
14
Bollerslev, Tim
14
Tauchen, George Eugene
14
Hsing, Yu
13
Payne, James E.
13
Balcilar, Mehmet
12
Blundell, Richard W.
12
Cebula, Richard J.
12
Cheung, Yin-Wong
12
Gao, Jiti
12
Koop, Gary
12
Neumark, David
12
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Sarno, Lucio
12
Su, Liangjun
12
Todorov, Viktor
12
Serletis, Apostolos
11
Tiwari, Aviral Kumar
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Tsionas, Efthymios G.
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Baltagi, Badi H.
10
Chang, Tsangyao
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Diebold, Francis X.
10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hess, Gregory D.
10
Linton, Oliver
10
McAleer, Michael
10
Miller, Stephen M.
10
Schorfheide, Frank
10
Bali, Turan G.
9
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The review of economics and statistics
4
Applied economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Oxford bulletin of economics and statistics
3
Applied financial economics
2
Economic modelling
2
Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of money, credit and banking : JMCB
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Review of financial economics : RFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
American journal of agricultural economics
1
Eastern economic journal
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Empirica : journal of european economics
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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European economic review : EER
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European review of agricultural economics : ERAE
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International advances in economic research
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of financial analysis
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Journal of agricultural economics
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of monetary economics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Research in international business and finance
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ECONIS (ZBW)
53
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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
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
3
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
4
Estimation of conditional asset pricing models with integrated variables in the beta specification
Antypas, Antonios
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012548351
Saved in:
5
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
6
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:
7
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
10
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
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