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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"European review of economics and finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Baltagi, Badi H."
~person:"Chang, Tsangyao"
~person:"Franses, Philip Hans"
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Peel, David"
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
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41
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33
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Baltagi, Badi H.
Chang, Tsangyao
Franses, Philip Hans
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Peel, David
Gupta, Rangan
19
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17
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Applied economics letters
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Journal of the American Statistical Association : JASA
The world economy : the leading journal on international economic relations
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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:
3
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:
4
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
5
Testing for bias in forecasts for independent binary outcomes
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1336-1338
Persistent link: https://www.econbiz.de/10012609665
Saved in:
6
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:
7
Monetary shocks to macroeconomic variables in China using time-vary VAR model
Tiwari, Aviral Kumar
;
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1664-1669
Persistent link: https://www.econbiz.de/10012204875
Saved in:
8
Spurious principal components
Franses, Philip Hans
;
Janssens, Eva
- In:
Applied economics letters
26
(
2019
)
1
,
pp. 37-39
Persistent link: https://www.econbiz.de/10012204125
Saved in:
9
Non-linear quantile unit root test and PPP : more evidence from Africa
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics letters
25
(
2018
)
7
,
pp. 465-471
Persistent link: https://www.econbiz.de/10011854924
Saved in:
10
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
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