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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The econometrics journal"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Baltagi, Badi H."
~person:"Chang, Tsangyao"
~person:"Gil-Alaña, Luis A."
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Peel, David"
~person:"Zeng, Donglin"
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Risiko
Schätztheorie
Time series analysis
Volatility
Estimation
69
Schätzung
69
Theorie
52
Theory
52
Zeitreihenanalyse
47
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86
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Baltagi, Badi H.
Chang, Tsangyao
Gil-Alaña, Luis A.
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Peel, David
Zeng, Donglin
Gupta, Rangan
32
Franses, Philip Hans
14
Krämer, Walter
14
Ullah, Aman
14
Caporale, Guglielmo Maria
13
Ma, Feng
13
McAleer, Michael
13
Wooldridge, Jeffrey M.
13
Cook, Steven
12
Fan, Jianqing
12
Carroll, Raymond J.
11
Giles, David E. A.
11
Hahn, Jinyong
11
Shin, Dong-wan
11
Hammoudeh, Shawkat
10
Kumbhakar, Subal
10
Li, Qi
10
Perron, Pierre
10
Phillips, Peter C. B.
10
Tiwari, Aviral Kumar
10
Tran-van-Hoa
10
Westerlund, Joakim
10
Wohar, Mark E.
10
Han, Chirok
9
Kapetanios, George
9
Lee, Lung-fei
9
Ohtani, Kazuhiro
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Stengos, Thanasēs
9
Tsionas, Efthymios G.
9
Yin, Libo
9
Österholm, Pär
9
Arize, Augustine Chuck
8
Hecq, Alain W. J.
8
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Applied economics letters
Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
Journal of international money and finance
Journal of the American Statistical Association : JASA
The econometrics journal
The world economy : the leading journal on international economic relations
Applied economics
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of econometrics
12
Econometric reviews
11
Applied financial economics
8
Finance research letters
7
Econometric theory
6
Economic modelling
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Research in international business and finance
6
Tourism economics : the business and finance of tourism and recreation
6
Energy economics
5
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Statistical papers
5
Annales d'économie et de statistique
4
Empirica : journal of european economics
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
The empirical economics letters : a monthly international journal of economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economica
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Iranian economic review : journal of University of Tehran
3
Jahrbücher für Nationalökonomie und Statistik
3
Review of quantitative finance and accounting
3
Romanian journal of economic forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
Factors behind the performance of green bond markets
Adekoya, Oluwasegun B.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 92-106
Persistent link: https://www.econbiz.de/10014474235
Saved in:
3
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
4
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
5
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
6
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
7
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
8
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
9
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:
10
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
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