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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:"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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79
Time series analysis
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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
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Stengos, Thanasēs
15
Gil-Alaña, Luis A.
14
Pesaran, M. Hashem
13
Wooldridge, Jeffrey M.
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Cebula, Richard J.
12
Giles, David E. A.
12
Hahn, Jinyong
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11
Fan, Jianqing
11
Ohtani, Kazuhiro
11
Shin, Dong-wan
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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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9
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9
Westerlund, Joakim
9
Zhang, Xinyu
9
Anatolyev, Stanislav
8
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8
Caporale, Guglielmo Maria
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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
12
Journal of risk and financial management : JRFM
11
International review of economics & finance : IREF
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Econometric theory
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International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The North American journal of economics and finance : a journal of financial economics studies
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Journal of applied econometrics
7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
7
Econometrics : open access journal
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The econometrics journal
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Journal of economic surveys
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Jahrbücher für Nationalökonomie und Statistik
4
Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
4
The review of economics and statistics
4
Annals of financial economics
3
Applied financial economics
3
International review of financial analysis
3
Journal of empirical finance
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Journal of macroeconomics
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Journal of money, credit and banking : JMCB
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Journal of time series econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Indian economic review : official journal of Delhi School of Economics
2
International economic review
2
Journal of finance and investment analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Time-varying Lasso
Kapetanios, George
;
Zikes, Filip
- In:
Economics letters
169
(
2018
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
Saved in:
9
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
Saved in:
10
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
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