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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~person:"Baltagi, Badi H."
~person:"Gil-Alaña, Luis A."
~type_genre:"Article in journal"
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Baltagi, Badi H.
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Applied economics letters
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ECONIS (ZBW)
70
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1
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:
2
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:
3
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
4
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
5
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
6
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
7
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
8
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
Saved in:
9
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
10
Are BRICS exchange rates chaotic?
Plakandaras, Vasilios
;
Gupta, Rangan
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
26
(
2019
)
13
,
pp. 1104-1110
Persistent link: https://www.econbiz.de/10012204554
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