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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:"Kapetanios, George"
~person:"Maasoumi, Esfandiar"
~person:"McAleer, Michael"
~person:"Peel, David"
~person:"Ullah, Aman"
~person:"Westerlund, Joakim"
~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
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86
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86
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40
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Caporale, Guglielmo Maria
Grobys, Klaus
Hassler, Uwe
Kapetanios, George
Maasoumi, Esfandiar
McAleer, Michael
Peel, David
Ullah, Aman
Westerlund, Joakim
Gupta, Rangan
23
Baltagi, Badi H.
22
Chang, Tsangyao
19
Li, Qi
18
Krämer, Walter
16
Kumbhakar, Subal
15
Stengos, Thanasēs
15
Gil-Alaña, Luis A.
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
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Tran-van-Hoa
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Tu, Yundong
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Österholm, Pär
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10
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Godfrey, L. G.
9
Goel, Rajeev K.
9
Lee, Lung-fei
9
Zhang, Xinyu
9
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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
31
Applied economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
8
The econometrics journal
8
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Econometrics : open access journal
6
International review of financial analysis
6
Journal of economic surveys
6
Journal of international financial markets, institutions & money
6
Journal of international money and finance
6
Research in international business and finance
6
Applied financial economics
5
Energy economics
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
International journal of finance & economics : IJFE
4
Jahrbücher für Nationalökonomie und Statistik
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Journal of economic integration
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of macroeconomics
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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)
Showing
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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
Testing factors in CCE
Brown, Nicholas
;
Westerlund, Joakim
- In:
Economics letters
230
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
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
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
On CCE estimation of factor-augmented models when regressors are not linear in the factors
Vos, Ignace de
;
Westerlund, Joakim
- In:
Economics letters
178
(
2019
),
pp. 5-7
Persistent link: https://www.econbiz.de/10012121568
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
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
9
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:
10
Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon
;
Westerlund, Joakim
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
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