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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:"Geldpolitik"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Geldpolitik
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Schätztheorie
Statistical test
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84
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84
Time series analysis
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
23
Baltagi, Badi H.
22
Chang, Tsangyao
19
Li, Qi
18
Krämer, Walter
16
Kumbhakar, Subal
15
Stengos, Thanasēs
15
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14
Pesaran, M. Hashem
13
Wooldridge, Jeffrey M.
13
Cebula, Richard J.
12
Giles, David E. A.
12
Hahn, Jinyong
12
Carroll, Raymond J.
11
Fan, Jianqing
11
Ohtani, Kazuhiro
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Shin, Dong-wan
11
Tran-van-Hoa
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Tu, Yundong
11
Österholm, Pär
11
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10
Liu, Long
10
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10
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9
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9
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9
Goel, Rajeev K.
9
Lee, Lung-fei
9
Westerlund, Joakim
9
Zhang, Xinyu
9
Anatolyev, Stanislav
8
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Applied economics letters
Econometric reviews
Economics letters
Journal of the American Statistical Association : JASA
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
Journal of risk and financial management : JRFM
11
International review of economics & finance : IREF
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International journal of forecasting
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Oxford bulletin of economics and statistics
8
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Journal of applied econometrics
7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Econometrics : open access journal
6
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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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finance research letters
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
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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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Annals of financial economics
3
International journal of finance & economics : IJFE
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Journal of economics and finance
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Time-varying Lasso
Kapetanios, George
;
Zikes, Filip
- In:
Economics letters
169
(
2018
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
Saved in:
10
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
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