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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:"Cebula, Richard J."
~person:"Gil-Alaña, Luis A."
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Kapetanios, George"
~person:"Lee, Lung-fei"
~person:"Maasoumi, Esfandiar"
~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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Statistical test
USA
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76
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76
United States
43
Time series analysis
41
Zeitreihenanalyse
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Cebula, Richard J.
Gil-Alaña, Luis A.
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Kapetanios, George
Lee, Lung-fei
Maasoumi, Esfandiar
Peel, David
Ullah, Aman
Gupta, Rangan
23
Baltagi, Badi H.
22
McAleer, Michael
20
Chang, Tsangyao
19
Li, Qi
18
Krämer, Walter
16
Kumbhakar, Subal
15
Stengos, Thanasēs
15
Pesaran, M. Hashem
13
Wooldridge, Jeffrey M.
13
Giles, David E. A.
12
Hahn, Jinyong
12
Carroll, Raymond J.
11
Fan, Jianqing
11
Ohtani, Kazuhiro
11
Shin, Dong-wan
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Tran-van-Hoa
11
Tu, Yundong
11
Österholm, Pär
11
Cook, Steven
10
Liu, Long
10
Orme, Chris D.
10
Su, Liangjun
10
Baghestani, Hamid
9
Egger, Peter
9
Godfrey, L. G.
9
Goel, Rajeev K.
9
Westerlund, Joakim
9
Zhang, Xinyu
9
Anatolyev, Stanislav
8
Apergēs, Nikolaos
8
Caporale, Guglielmo Maria
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
35
Applied economics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Atlantic economic journal : AEJ
17
Econometric theory
17
Economia internazionale
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13
The American journal of economics and sociology
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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10
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9
Southern economic journal
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Oxford bulletin of economics and statistics
8
International review of economics & finance : IREF
7
The econometrics journal
7
Applied financial economics
6
International journal of forecasting
6
International review of financial analysis
6
Journal of applied econometrics
6
Journal of financial economic policy
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economic modelling
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Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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Jahrbücher für Nationalökonomie und Statistik
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Journal of banking & finance
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Quarterly review / Banca Nazionale del Lavoro, Roma
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Finance research letters
3
Journal of empirical finance
3
Journal of forecasting
3
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ECONIS (ZBW)
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119
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1
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
2
Estimation of spatial autoregressive models for origin-destination flows : a partial likelihood approach
Jeong, Hanbat
;
Lin, Yanli
;
Lee, Lung-fei
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014456221
Saved in:
3
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:
4
Consistency without compactness of the parameter space in spatial econometrics
Liu, Tuo
;
Xu, Xingbai
;
Lee, Lung-fei
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171162
Saved in:
5
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:
6
Sequential and efficient GMM estimation of dynamic short panel data models
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10012624570
Saved in:
7
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
8
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:
9
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
10
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
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