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~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Kapetanios, George"
~person:"Maasoumi, Esfandiar"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Ullah, Aman"
~subject:"Estimation theory"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
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Caporale, Guglielmo Maria
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Kapetanios, George
Maasoumi, Esfandiar
McAleer, Michael
Peel, David
Ullah, Aman
Gupta, Rangan
37
Baltagi, Badi H.
22
Chang, Tsangyao
19
Li, Qi
18
Gil-Alaña, Luis A.
17
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16
Kumbhakar, Subal
15
Stengos, Thanasēs
15
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14
Pesaran, M. Hashem
13
Wooldridge, Jeffrey M.
13
Giles, David E. A.
12
Hahn, Jinyong
12
Bouri, Elie
11
Carroll, Raymond J.
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Fan, Jianqing
11
Ohtani, Kazuhiro
11
Shin, Dong-wan
11
Tran-van-Hoa
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Tu, Yundong
11
Österholm, Pär
11
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10
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10
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10
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10
Tiwari, Aviral Kumar
10
Demirer, Rıza
9
Egger, Peter
9
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9
Lee, Lung-fei
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Applied economics letters
Econometric reviews
Economics letters
Journal of the American Statistical Association : JASA
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The world economy : the leading journal on international economic relations
Journal of econometrics
26
Applied economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
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11
International review of economics & finance : IREF
10
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Oxford bulletin of economics and statistics
8
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8
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7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
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6
Economic modelling
6
Journal of economic surveys
6
Journal of international money and finance
6
Research in international business and finance
6
The econometrics journal
6
Applied financial economics
5
Energy economics
5
International review of financial analysis
5
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of economic integration
4
Journal of international financial markets, institutions & money
4
Journal of macroeconomics
4
Risks : open access journal
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The review of economics and statistics
4
Annals of financial economics
3
Journal of economics and finance
3
Journal of empirical finance
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ECONIS (ZBW)
113
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1
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113
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1
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
2
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:
3
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:
4
Unconventional monetary policies and the macroeconomy : the impact of the UK's QE2 and funding for lending scheme
Churm, Rohan
;
Joyce, Michael A. S.
;
Kapetanios, George
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 721-736
Persistent link: https://www.econbiz.de/10012655614
Saved in:
5
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:
6
Nonparametric estimation of marginal effects in regression-spline random effects models
Ma, Shujie
;
Racine, Jeffrey
;
Ullah, Aman
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 792-825
Persistent link: https://www.econbiz.de/10012295582
Saved in:
7
Ratio tests under limiting normality
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 793-813
Persistent link: https://www.econbiz.de/10012181358
Saved in:
8
A class of model averaging estimators
Zhao, Shangwei
;
Ullah, Aman
;
Zhang, Xinyu
- In:
Economics letters
162
(
2018
),
pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
Saved in:
9
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
10
The second-order bias of quantile estimators
Lee, Tae-hwy
;
Ullah, Aman
;
Wang, He
- In:
Economics letters
173
(
2018
),
pp. 143-147
Persistent link: https://www.econbiz.de/10012022969
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