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~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~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"
~source:"econis"
~subject:"Estimation theory"
~subject:"Forecasting model"
~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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Geldpolitik
Risiko
Schätztheorie
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USA
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Theorie
84
Theory
84
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38
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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
24
Baltagi, Badi H.
22
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19
Krämer, Walter
18
Li, Qi
18
Pierdzioch, Christian
18
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15
Kumbhakar, Subal
15
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15
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14
Ruelke, Jan-Christoph
14
Österholm, Pär
14
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13
Wooldridge, Jeffrey M.
13
Cebula, Richard J.
12
Giles, David E. A.
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Hahn, Jinyong
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Tu, Yundong
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11
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10
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10
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10
Westerlund, Joakim
10
Zhang, Xinyu
10
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9
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9
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9
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Applied economics letters
Econometric reviews
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Journal of the American Statistical Association : JASA
The world economy : the leading journal on international economic relations
Journal of econometrics
29
Applied economics
15
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15
International journal of forecasting
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
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11
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10
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8
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7
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7
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7
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6
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5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirica : journal of european economics
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Finance research letters
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Jahrbücher für Nationalökonomie und Statistik
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Journal of international financial markets, institutions & money
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Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
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The review of economics and statistics
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ECONIS (ZBW)
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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
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:
3
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
Saved in:
4
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:
5
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:
6
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
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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