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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Applied economics"
~isPartOf:"Journal of world economic review"
~isPartOf:"The journal of asset management : a major new, international quarterly journal for the financial community"
~person:"Gil-Alaña, Luis A."
~person:"McMillan, David G."
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Search: subject_exact:"Estimation"
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Estimation
15
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15
Time series analysis
8
Zeitreihenanalyse
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5
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4
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Gil-Alaña, Luis A.
McMillan, David G.
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
14
Gupta, Rangan
10
Zhu, Huiming
9
Umar, Zaghum
8
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7
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Belke, Ansgar
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Berument, Hakan
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Cassou, Steven Peter
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Chowdhury, Abdur R.
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Goel, Rajeev K.
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Hammoudeh, Shawkat
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Löthgren, Mickael
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Ma, Feng
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4
Weber, Enzo
4
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3
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3
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3
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Applied economics
Journal of world economic review
The journal of asset management : a major new, international quarterly journal for the financial community
Applied economics letters
12
Research in international business and finance
8
International journal of finance & economics : IJFE
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International review of economics & finance : IREF
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Empirica : journal of european economics
2
International review of applied economics
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Review of financial economics : RFE
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Review of international economics
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annales d'économie et de statistique
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Applied econometrics and international development
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ECONIS (ZBW)
15
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15
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1
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
2
Forecasting sector stock market returns
McMillan, David G.
- In:
The journal of asset management : a major new, …
22
(
2021
)
4
,
pp. 291-300
Persistent link: https://www.econbiz.de/10012581629
Saved in:
3
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
4
Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
Saved in:
5
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
6
Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G.
- In:
Journal of world economic review
14
(
2019
)
2
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012311001
Saved in:
7
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
Saved in:
8
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
9
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
10
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
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