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~accessRights:"restricted"
~subject:"Großbritannien"
~subject:"Schätztheorie"
~type:"article"
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Search: subject:"Fractional integration"
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Großbritannien
Schätztheorie
Fractional integration
137
Time series analysis
105
Zeitreihenanalyse
105
Estimation
89
Schätzung
89
fractional integration
76
Theorie
46
Theory
46
Cointegration
38
Kointegration
36
Long memory
32
Persistence
26
Volatility
26
Volatilität
25
Börsenkurs
19
Share price
19
long memory
19
Estimation theory
17
Einheitswurzeltest
16
Inflation
16
Unit root test
16
Aktienmarkt
15
Capital income
15
Kapitaleinkommen
15
Stock market
15
Structural break
13
Strukturbruch
13
USA
13
United States
13
persistence
13
United Kingdom
12
EU countries
9
EU-Staaten
9
Forecasting model
9
Fractional cointegration
9
Geldpolitik
9
Inflation rate
9
Inflationsrate
9
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Article in journal
29
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29
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English
29
Author
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Gil-Alaña, Luis A.
8
Caporale, Guglielmo Maria
4
Andersen, Torben
2
Canarella, Giorgio
2
Cavaliere, Giuseppe
2
Cuestas, Juan Carlos
2
Hassler, Uwe
2
Miller, Stephen M.
2
Nielsen, Morten Ørregaard
2
Taylor, Robert
2
Varneskov, Rasmus Tangsgaard
2
Agiakloglou, Christos N.
1
Babalos, Vassilios
1
Baillie, Richard
1
Barassi, Marco R.
1
Carcel, Hector
1
Cheung, Ying Lun
1
Coleman, Simeon
1
Cuñado Eizaguirre, Juncal
1
Gupta, Rangan
1
Hosseinkouchack, Mehdi
1
Hualde, Javier
1
Iacone, Fabrizio
1
Kapetanios, George
1
Kiohos, Apostolos
1
Koopman, Siem Jan
1
Koulakiotis, Athanasios
1
Kyriakou, Maria I.
1
Leone, Vitor
1
Lucas, André
1
Marques, André M.
1
Martínez-Olmos, Alejandra I.
1
Mesters, G.
1
Nonejad, Nima
1
Ooms, Marius
1
Opschoor, Anne
1
Orlando, James C.
1
Papailias, Fotis
1
Payne, James E.
1
Pesavento, Fábio
1
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Economics letters
4
Journal of econometrics
4
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Applied economics
1
Applied economics letters
1
Computational economics
1
Eastern economic journal
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic studies
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of real estate finance and economics
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
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1
Fractional
integration
and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
2
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
3
Persistence, seasonality, and
fractional
integration
within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
4
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
5
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
6
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
7
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
8
Nonstationarity-extended Whittle estimation with discontinuity : a correction
Cheung, Ying Lun
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504780
Saved in:
9
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
10
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
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